On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
- 1 September 1985
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 17 (3) , 666-678
- https://doi.org/10.2307/1427125
Abstract
We have shown that within the setting of a difference equation it is possible to link ergodicity with stability via the physical notion of energy in the form of a Lyapunov function.Keywords
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