Probabilists are often facing the task to determine the asymptotic behavior of a given sequence of random variables, more precisely, to prove its convergence (in a suitable sense) to a limiting ...

We study some recursive procedures based on exact or approximate Euler schemes with decreasing step to compute the invariant measure of Lévy driven SDEs. We prove the convergence of these procedures ...

Bewley, Truman F., and Elon Kohlberg. "The Asymptotic Solution of a Recursion Equation Occurring in Stochastic Games." Mathematics of Operations Research, no. 1 (1976): 321 – 337 ...