On the use of the deterministic Lyapunov function for the erogdicity of stochastic difference equations

Chan, K. & Tong, H. (1985). On the use of the deterministic Lyapunov function for the erogdicity of stochastic difference equations. Advances in Applied Probability, 17(3), 666-678.
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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.
Item Type Article
Copyright holders © 1985 Applied Probability Trust
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
Date Deposited 08 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6489

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