Stochastic equation on compact groups in discrete negative time

Simple item page
dc.creatorAkahori, Jirô
dc.creatorUenishi, Chihiro
dc.creatorYano, Kouji
dc.date2006-03-04
dc.date.accessioned2026-07-07T07:06:32Z
dc.date.available2026-07-07T07:06:32Z
dc.descriptionIn this paper a stochastic equation on compact groups in discrete negative time is studied. This is closely related to Tsirelson's stochastic differential equation, of which any solution is non-strong. How the group action reflects on the set of solutions is investigated. It is applied to generalize Yor's result and give a necessary and sufficient condition for existence of a strong solution and for uniqueness in law.
dc.description23pages
dc.identifierhttps://arxiv.org/abs/math/0603113
dc.identifierhttp://arxiv.org/abs/math/0603113
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/110063
dc.subjectProbability
dc.subject60H10; 60B15
dc.titleStochastic equation on compact groups in discrete negative time
dc.typetext

Files

Collections

arXiv