发帖
雷达卡
英文文献：Existence and Uniqueness of a Stationary and Ergodic Solution to Stochastic Recurrence Equations via Matkowski’s FPT-随机递推方程平稳遍历解的存在唯一性
英文文献作者：Stelios Arvanitis
英文文献摘要：
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 co-efficients implied by the currently used method either do not exist, or lead to the imposition of unecessarily strong conditions for the derivation of the solution.
摘要利用Matkowski的不动点定理，建立了在波兰度量空间上由随机自映射定义的随机递推方程组的唯一平稳遍历解的存在性。当目前使用的方法所隐含的随机利普希茨系数不存在，或导致对解的推导施加非必要的强条件时，这些结果是有用的。
京公网安备 11010802022788号
