226 citations
- University of ViennaAT4 papers
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- Arcetri Astrophysical ObservatoryIT2 papers
- Austrian Academy of SciencesAT2 papers
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math.PR2005★ 226 cited
On the Poisson equation and diffusion approximation 3
E. Pardoux, A. Yu. Veretennikov
We study the Poisson equation Lu+f=0 in R^d, where L is the infinitesimal generator of a diffusion process. In this paper, we allow the second-order part of the generator L to be d…
math.PR2004★ 37 cited
Markov chain comparison
Martin Dyer, Leslie Ann Goldberg, Mark Jerrum +1
This is an expository paper, focussing on the following scenario. We have two Markov chains, and . By some means, we have obtained a bound on the mixi…