Log-H\"older regularity of stationary measures
Grigorii Monakov

TL;DR
This paper proves that stationary measures of certain Lipschitz and Hölder continuous random dynamical systems are necessarily log-Hölder continuous, given specific non-degeneracy conditions and finite logarithmic moments.
Contribution
It establishes the log-Hölder regularity of stationary measures for a class of random dynamical systems, extending understanding of measure regularity under minimal assumptions.
Findings
Stationary measures are log-Hölder continuous under non-degeneracy.
Finite logarithmic moments are sufficient for regularity results.
Applicable to Lipschitz and Hölder continuous systems.
Abstract
We consider Lipschitz and H\"{o}lder continuous random dynamical systems defined by a distribution with a finite logarithmic moment. We prove that under suitable non-degeneracy conditions every stationary measure must be -H\"{o}lder continuous.
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Taxonomy
TopicsStochastic processes and financial applications · Reservoir Engineering and Simulation Methods
