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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Bibliographic Details
Main Author: Alexander Veretennikov
Format: Article
Language:English
Published: MDPI AG 2023-07-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/14/3096

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