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math.PR2024
Rivers under Noise
Michael Scheutzow, Michael Grinfeld
We consider the deterministic and stochastic versions of a first order non-autonomous differential equation which allows us to discuss the persistence of rivers ("fleuves") under n…
math.PR2024
Compressibility and Stochastic Stability of Monotone Markov Chain
Sergey Foss, Michael Scheutzow
For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as…