Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 47, Issue 2, 2011, Pages 425-449

  Löcherbach, Eva ^a   Loukianova, Dasha ^b   Loukianov, Oleg ^a  

^a UNIVERSITÉ PARIS EST CRÉTEIL   (France)

^b UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

Author keywords

Additive functionals; Deviations inequalities; Diffusion process; Ergodic theorem; Hitting times; Kac formula; Polynomial convergence; Recurrence

Indexed keywords

EID: 79953289767     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/10-AIHP359     Document Type: Article

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