英文文献：Existence and Uniqueness of a Stationary and Ergodic Solution to Stochastic Recurrence Equations via Matkowski’s FPT
英文文献作者：Stelios Arvanitis
英文文献摘要：
We establish the existence of a unique stationary and ergodic solution for systems of stochastic recurrence equations defined by stochastic self-maps on Polish metric spaces based on the fixed point theorem of Matkowski. The results can be useful in cases where the stochastic Lipschitz co-efficients implied by the currently used method either do not exist, or lead to the imposition of unecessarily strong conditions for the derivation of the solution.