Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed

Polynomial Recurrence for SDEs with a Gradient-Type Drift, Revisited

Version 1 : Received: 29 May 2023 / Approved: 30 May 2023 / Online: 30 May 2023 (10:44:05 CEST)

A peer-reviewed article of this Preprint also exists.

Veretennikov, A. Polynomial Recurrence for SDEs with a Gradient-Type Drift, Revisited. Mathematics 2023, 11, 3096. Veretennikov, A. Polynomial Recurrence for SDEs with a Gradient-Type Drift, Revisited. Mathematics 2023, 11, 3096.

Abstract

Polynomial recurrence bounds for a class of stochastic differential equations with a gradient type drift and an additive Wiener process are studied without Lyapunov functions.

Keywords

stochastic differential equation; gradient type drift; polynomial recurrence

Subject

Computer Science and Mathematics, Probability and Statistics

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