On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations

• K. S. Chan

• H. Tong

抄録

We have shown that within the setting of a difference equation it is possible to link ergodicity with stability via the physical notion of energy in the form of a Lyapunov function.

収録刊行物

• Advances in Applied Probability

  Advances in Applied Probability 17 (3), 666-678, 1985-09

  Cambridge University Press (CUP)

キーワード

• Applied Mathematics
• Statistics and Probability

詳細情報

• CRID: 1360574093629219328
• NII論文ID: 30022804820
• DOI: 10.2307/1427125
• ISSN: 14756064
• ISSN: 00018678
• Web Site: https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S0001867800015287
• データソース種別:
  • Crossref
  • CiNii Articles