The stochastic equation Yt+1 = AtYt + Bt with non-stationary coefficients
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Publication:2731153
DOI10.1239/jap/996986645zbMath0988.60034MaRDI QIDQ2731153
Publication date: 30 June 2002
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/996986645
60G35: Signal detection and filtering (aspects of stochastic processes)
93E15: Stochastic stability in control theory
60F99: Limit theorems in probability theory
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