The stochastic equation Yn+1= AnYn+Bn with stationary coefficients

Authors
Brandt Andreas
Citation
Brandt Andreas, The stochastic equation Yn+1= AnYn+Bn with stationary coefficients, Advances in applied probability , 18(1), 1986, pp. 211-220
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
18
Issue
1
Year of publication
1986
Pages
211 - 220
Database
ACNP
SICI code