Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT
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 fixed point theorem of Matkowski. The results can be useful in cases where the stochastic Lipschitz coefficients...
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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2017-01-01
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| Series: | Cogent Mathematics |
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| Online Access: | http://dx.doi.org/10.1080/23311835.2017.1380392 |