On the geometric ergodicity of nonlinear multidimensional discrete-time processes

Details On the geometric ergodicity of nonlinear multidimensional discrete-time processes On the geometric ergodicity of nonlinear multidimensional discrete-time processes

2012-03-18

arxiv.org/abs/1203.3984v1

Mathematics

Probability

14 pages, 3 figures

Scientific paper

In this paper we consider multidimensional nonlinear stochastic difference
equations whose coefficients are allowed to be locally degenerate and to
present discontinuities. We provide simple and easy to check sufficient
conditions for the process solution to be geometric ergodic.

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