We discuss the notion of stochastic attractor for Markov processes. We exhibit some nontrivial examples of Markov processes possessing more than one stationary distributions, for which the stochastic attractor can be explicitly determined.

STOCHASTIC ATTRACTORS FOR NON-ERGODIC MARKOV PROCESSES: SOME EXAMPLES

DAI PRA, PAOLO;
2006

Abstract

We discuss the notion of stochastic attractor for Markov processes. We exhibit some nontrivial examples of Markov processes possessing more than one stationary distributions, for which the stochastic attractor can be explicitly determined.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/1561819
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