Ερευνητικά δοκίμια

Μόνιμο URI για αυτήν τη συλλογήhttps://pyxida.aueb.gr/handle/123456789/64

Περιήγηση

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Α Β Γ Δ Ε Ζ Η Θ Ι Κ Λ Μ Ν Ξ Ο Π Ρ Σ Τ Υ Φ Χ Ψ Ω

Τώρα δείχνει 1 - 1 από 1

Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT
(03/13/2017) Arvanitis, Stelios
We establish the existence of a unique stationary and ergodic solution for systems of stochastic recurrence equations defined by stochastic self-maps on Polish metric spaces based on the fixedpoint theorem of Matkowski. The results can be useful in cases where the stochastic Lipschitz co-efficients implied by the currently used method either do not exist, or lead to the imposition ofunecessarily strong conditions for the derivation of the solution.