Stochastic flow and noise associated with the Tanaka stochastic differential equation
We study the properties of the noise (in the Tsirelson sense) that is generated by the solutions of the well-known Tanaka equation.
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| Date: | 2000 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2000
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/158018 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Stochastic flow and noise associated with the Tanaka stochastic differential equation / S. Watanabe // Український математичний журнал. — 2000. — Т. 52, № 9. — С. 1176–1193. — Бібліогр.: 11 назв. — англ. |