Polynomial Recurrence for SDEs with a Gradient-Type Drift, Revisited
In this paper, polynomial recurrence bounds for a class of stochastic differential equations with a rotational symmetric gradient type drift and an additive Wiener process are established, as well as certain a priori moment inequalities for solutions. The key feature of this paper is that the approa...
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Format: | Article |
Language: | English |
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MDPI AG
2023-07-01
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Series: | Mathematics |
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Online Access: | https://www.mdpi.com/2227-7390/11/14/3096 |