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On coupling of diffusion processes

Published online by Cambridge University Press:  14 July 2016

Torgny Lindvall
Torgny Lindvall*
Affiliation:
University of Göteborg
*
∗ Postal address: Department of Mathematics, University of Göteborg, 412 96 Göteborg, Sweden.
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Abstract

The coupling method is well fitted to be used in the study of the asymptotics of one-dimensional diffusion processes. We give an elementary proof of Orey's theorem in the recurrent case, and establish rate results for tendency towards equilibrium under moment conditions on the speed measure and the initial distributions.

Keywords

DIFFUSIONSCOUPLINGSERGODIC THEOREMRATE RESULTS

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 20 , Issue 1 , March 1983 , pp. 82 - 93
Copyright
Copyright © Applied Probability Trust 1983 

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