The stochastic equation <i>Y</i><sub><i>t</i>+1</sub> = <i>A</i><sub><i>t</i></sub><i>Y</i><sub><i>t</i></sub> + <i>B</i><sub><i>t</i></sub> with non-stationary coefficients (Q2731153): Difference between revisions
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Latest revision as of 20:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic equation <i>Y</i><sub><i>t</i>+1</sub> = <i>A</i><sub><i>t</i></sub><i>Y</i><sub><i>t</i></sub> + <i>B</i><sub><i>t</i></sub> with non-stationary coefficients |
scientific article |
Statements
The stochastic equation <i>Y</i><sub><i>t</i>+1</sub> = <i>A</i><sub><i>t</i></sub><i>Y</i><sub><i>t</i></sub> + <i>B</i><sub><i>t</i></sub> with non-stationary coefficients (English)
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30 June 2002
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stochastic difference equation
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stochastic stability
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ergodicity
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