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Asymptotic behavior of solutions of stochastic recurrence equations under weakly dependent Gaussian Markov perturbations. (English. Russian original) Zbl 0838.60060

Theory Probab. Math. Stat. 45, 35-39 (1992); translation from Teor. Veroyatn. Mat. Stat., Kiev 45, 39-44 (1991).
The author gives necessary and sufficient conditions for almost sure convergence to zero of solutions of stochastic recursion equations under Gaussian Markov perturbations.

MSC:

60H99 Stochastic analysis
60F15 Strong limit theorems
60G15 Gaussian processes