Weak Solutions of stochastic recursions: an explicit construction

preprint2010arXivOpen access

Abstract

We propose an explicit construction of the solution of a stationary stochastic recursion of the form X∘θ=ϕ(X)X\circθ=ϕ(X) on a semi-ordered Polish space, when the monotonicity of ϕϕ is not assumed. This solution exists on an enriched probability space (it is said \emph{weak}), provided the recursion is lattice-valued, and dominated by a proper monotonic stochastic recursion.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.