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

dc.aueb.notes	This research was funded by the Research Centre of the Athens Univer-sity of Economics and Business, in the framework of ”Research Funding at AUEB for Excellence and Extroversion”.
dc.creator	Arvanitis, Stelios	el
dc.date.accessioned	2025-03-26T19:39:29Z
dc.date.available	2025-03-26T19:39:29Z
dc.date.issued	03/13/2017
dc.date.submitted	2017-03-13 16:09:56
dc.description.abstract	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.	en
dc.embargo.expire	2017-03-13 16:09:56
dc.embargo.rule	Open access
dc.format.extent	6 pages
dc.identifier	http://www.pyxida.aueb.gr/index.php?op=view_object&object_id=5297
dc.identifier.uri	https://pyxida.aueb.gr/handle/123456789/6519
dc.rights	CC BY: Attribution alone 4.0
dc.rights.uri	https://creativecommons.org/licenses/by/4.0/
dc.subject	stochastic recurrence equations	el
dc.subject	stationarity	el
dc.subject	ergodicity	el
dc.subject	Matkowski’s FPT	el
dc.subject	comparison function	el
dc.title	Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT	el
dc.type	Text
dc.type	NonPeerReviewed

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