English

Weak Solutions of stochastic recursions: an explicit construction

Probability 2010-09-08 v2

Abstract

We propose an explicit construction of the solution of a stationary stochastic recursion of the form Xθ=ϕ(X)X\circ\theta=\phi(X) on a semi-ordered Polish space, when the monotonicity of ϕ\phi is not assumed. This solution exists on an enriched probability space (it is said \emph{weak}), provided the recursion is lattice-valued, and dominated by a proper monotonic stochastic recursion.

Keywords

Cite

@article{arxiv.0904.3240,
  title  = {Weak Solutions of stochastic recursions: an explicit construction},
  author = {Pascal Moyal},
  journal= {arXiv preprint arXiv:0904.3240},
  year   = {2010}
}

Comments

This paper has been withdrawn by the author. This paper has been posted on ArXiv in a newer version

R2 v1 2026-06-21T12:53:34.281Z