A case of a random difference equation connected with a filtered binary process
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Publication:1914790
DOI10.1006/AAMA.1996.0004zbMath0856.60064OpenAlexW2070710787MaRDI QIDQ1914790
Publication date: 17 February 1997
Published in: Advances in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9f2965889f8cc2f6cce76190ae5bed48cfc8e885
Random operators and equations (aspects of stochastic analysis) (60H25) Additive difference equations (39A10)
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