Stability of equilibrium points of fractional difference equations with stochastic perturbations.
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Paternoster, Beatrice, Shaikhet, Leonid (2008)
Advances in Difference Equations [electronic only]
Marc Peigné, Wolfgang Woess (2011)
Colloquium Mathematicae
In this continuation of the preceding paper (Part I), we consider a sequence of i.i.d. random Lipschitz mappings → , where is a proper metric space. We investigate existence and uniqueness of invariant measures, as well as recurrence and ergodicity of the induced stochastic dynamical system (SDS) starting at x ∈ . The main results concern the case when the associated Lipschitz constants are log-centered. Principal tools are local contractivity, as considered in detail in Part I, the Chacon-Ornstein...
Marc Peigné, Wolfgang Woess (2011)
Colloquium Mathematicae
Consider a proper metric space and a sequence of i.i.d. random continuous mappings → . It induces the stochastic dynamical system (SDS) starting at x ∈ . In this and the subsequent paper, we study existence and uniqueness of invariant measures, as well as recurrence and ergodicity of this process. In the present first part, we elaborate, improve and complete the unpublished work of Martin Benda on local contractivity, which merits publicity and provides an important tool for studying stochastic...
Misawa, Tetsuya (2010)
Mathematical Problems in Engineering
Liu, Xianming, Duan, Jinqiao, Liu, Jicheng, Kloeden, Peter E. (2010)
International Journal of Stochastic Analysis
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