{ "id": "0904.3240", "version": "v2", "published": "2009-04-21T12:51:28.000Z", "updated": "2010-09-07T09:08:00.000Z", "title": "Weak Solutions of stochastic recursions: an explicit construction", "authors": [ "Pascal Moyal" ], "comment": "This paper has been withdrawn by the author. This paper has been posted on ArXiv in a newer version", "categories": [ "math.PR" ], "abstract": "We propose an explicit construction of the solution of a stationary stochastic recursion of the form $X\\circ\\theta=\\phi(X)$ on a semi-ordered Polish space, when the monotonicity of $\\phi$ is not assumed. This solution exists on an enriched probability space (it is said \\emph{weak}), provided the recursion is lattice-valued, and dominated by a proper monotonic stochastic recursion.", "revisions": [ { "version": "v2", "updated": "2010-09-07T09:08:00.000Z" } ], "analyses": { "keywords": [ "explicit construction", "weak solutions", "proper monotonic stochastic recursion", "stationary stochastic recursion", "enriched probability space" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0904.3240M" } } }