Nonlinear Stochastic Difference Equations Driven by Martingales
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Publication:5707912
DOI10.1080/07362990500292775zbMath1082.60061MaRDI QIDQ5707912
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Publication date: 25 November 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990500292775
recurrence; existence and uniqueness; irreducibility; Markov property; discrete-time flow; asymptotic flow properties
60G42: Martingales with discrete parameter
39A10: Additive difference equations
37H10: Generation, random and stochastic difference and differential equations
60H99: Stochastic analysis
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