The stochastic equation Yt + 1 = AtYt + Bt with non-stationary coefficients

Journal of Applied Probability

Volumn 38, Issue 1, 2001, Pages 80-94

  Horst, Ulrich ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Ergodicity; Stochastic difference equation; Stochastic stability

Indexed keywords

EID: 0035533774     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/996986645     Document Type: Article

References (9)

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