| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527181 | Stochastic Processes and their Applications | 2015 | 26 Pages |
Abstract
We show uniqueness of the stationary distribution by using techniques based on excursions of X from âD, and an associated exit system. We also show that the process admits a submartingale formulation and use related results to show examples of the stationary distribution.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Mauricio A. Duarte,