A stochastic contraction principle

I. V. Evstigneev; S. A. Pirogov

doi:10.1515/ROSE.2007.010

A stochastic contraction principle

I. V. Evstigneev, S. A. Pirogov

Economics

Research output: Contribution to journal › Article › peer-review

Abstract

We provide conditions for the existence of measurable solutions to the equation ξ(Tω) = f(ω, ξ(ω)), where T: Ω → Ω is an automorphism of the probability space Ω and f(ω, ·) is a strictly (but not necessarily uniformly) contracting mapping. © de Gruyter 2007.

Original language	English
Pages (from-to)	155-162
Number of pages	7
Journal	Random Operators and Stochastic Equations
Volume	15
Issue number	2
DOIs	https://doi.org/10.1515/ROSE.2007.010
Publication status	Published - Jul 2007

Keywords

Contraction mappings
Perron-Frobenius theory
Random dynamical systems
Stochastic equations

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abstract = "We provide conditions for the existence of measurable solutions to the equation ξ(Tω) = f(ω, ξ(ω)), where T: Ω → Ω is an automorphism of the probability space Ω and f(ω, ·) is a strictly (but not necessarily uniformly) contracting mapping. {\textcopyright} de Gruyter 2007.",

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AU - Pirogov, S. A.

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AB - We provide conditions for the existence of measurable solutions to the equation ξ(Tω) = f(ω, ξ(ω)), where T: Ω → Ω is an automorphism of the probability space Ω and f(ω, ·) is a strictly (but not necessarily uniformly) contracting mapping. © de Gruyter 2007.

KW - Contraction mappings

KW - Perron-Frobenius theory

KW - Random dynamical systems

KW - Stochastic equations

U2 - 10.1515/ROSE.2007.010

DO - 10.1515/ROSE.2007.010

M3 - Article

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VL - 15

SP - 155

EP - 162

JO - Random Operators and Stochastic Equations

JF - Random Operators and Stochastic Equations

IS - 2

ER -

A stochastic contraction principle

Abstract

Keywords

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