Nonlinear self-stabilizing processes - II: Convergence to invariant probability

We now analyze the asymptotic behaviour of Xt, as t approaches infinity, X being solution of where [beta] is a given odd and increasing Lipschitz-continuous function with polynomial growth. We prove with additional assumptions on [beta] that Xt converges in distribution to the invariant probability measure associated with Eq. 1.

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Year of publication:	1998
Authors:	Benachour, S. ; Roynette, B. ; Vallois, P.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 75.1998, 2, p. 203-224
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008872870