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Theory of Stochastic Processes, 2010, Volume 16(32), Issue 1, Pages 111–129 (Mi thsp67)  
On stochastic averaging and mixing

N. Abourashchia, A. Yu. Veretennikovba

a University of Leeds
b Institute of Information Transmission Problems, Moscow, Russia
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Abstract: The text contains a review and new results on stochastic averaging via mixing bounds.
Keywords: Stochastic averaging, mixing bounds, Girsanov transformation, Lyapunov function, hitting time bounds.
Bibliographic databases:
Document Type: Article
MSC: 60J25, 37A25
Language: English
Citation: N. Abourashchi, A. Yu. Veretennikov, “On stochastic averaging and mixing”, Theory Stoch. Process., 16(32):1 (2010), 111–129
Citation in format AMSBIB
\Bibitem{AboVer10}
\by N.~Abourashchi, A.~Yu.~Veretennikov
\paper On stochastic averaging and mixing
\jour Theory Stoch. Process.
\yr 2010
\vol 16(32)
\issue 1
\pages 111--129
\mathnet{http://mi.mathnet.ru/thsp67}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2779833}
\zmath{https://zbmath.org/?q=an:1224.60181}
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