Random additive perturbation of a $k$ term recurrence relation
Dynamical Systems
2025-12-11 v2 Probability
Abstract
We are interested in stochastic processes satisfying a nonlinear recurrence relation of the form where is a noise term. We establish the existence of an invariant measure for this process under given sufficient conditions on
Cite
@article{arxiv.2412.14781,
title = {Random additive perturbation of a $k$ term recurrence relation},
author = {Lisette Jager and Killian Verdure},
journal= {arXiv preprint arXiv:2412.14781},
year = {2025}
}
Comments
This work is a continuation of a previous paper on this problem (arXiv:1606.01644)