Λογότυπο αποθετηρίου
 

Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT

Μικρογραφία εικόνας

Ημερομηνία

03/13/2017

Συγγραφείς

Arvanitis, Stelios

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Διαθέσιμο από

2017-03-13 16:09:56

Περίληψη

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.

Περιγραφή

Λέξεις-κλειδιά

stochastic recurrence equations, stationarity, ergodicity, Matkowski’s FPT, comparison function

Παραπομπή

Άδεια Creative Commons