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Title :Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT
Creator :Arvanitis, Stelios
Type :Text
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”.
Extent :6 pages
Identifier :
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.
Subject :stochastic recurrence equations
Matkowski’s FPT
comparison function
Date Available :2017-03-13 16:09:56
Date Issued :03/13/2017
Date Submitted :2017-03-13 16:09:56
Access Rights :Free access
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File: Arvanitis_2017_w.pdf

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