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Stability of perpetuities in Markovian environment |
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| Authors: | Gerold Alsmeyer Fabian Buckmann |
| Institution: | 1. Department of Mathematics and Computer Science, Institute for Mathematical Stochastics, University of Münster, Münster, Germany.gerolda@math.uni-muenster.de;3. Department of Mathematics and Computer Science, Institute for Mathematical Stochastics, University of Münster, Münster, Germany. |
| Abstract: | |
| Keywords: | Random affine map Markov modulation iterated function system forward and backward iteration perpetuity a s and distributional convergence stochastic fixed-point equation |