Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT

DOI10.1080/23311835.2017.1380392zbMath1438.39028OpenAlexW2754447511MaRDI QIDQ5193456

Stelios Arvanitis

Publication date: 10 September 2019

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2017.1380392

zbMATH Keywords

ergodicitystationaritystochastic recurrence equationsMatkowski contraction

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Stochastic difference equations (39A50)

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• A Generalization of Banach's Contraction Principle
• Fixed point theorems in probabilistic analysis
• Fixed Point Theorems for Mappings with a Contractive Iterate at a Point
• Iterated Random Functions

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