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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Datum:2000
Hauptverfasser: Watanabe, S., Ватанабе, С.
Format: Artikel
Sprache:Englisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2000
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/4525
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Watanabe, S.
Ватанабе, С.
author_facet Watanabe, S.
Ватанабе, С.
author_sort Watanabe, S.
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datestamp_date 2020-03-18T20:30:52Z
description 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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spelling umjimathkievua-article-45252020-03-18T20:30:52Z Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation Стoxaстичний потік та шум, асоційований із стохастнчним диференціальним рівнянням Танаки Watanabe, S. Ватанабе, С. We study the properties of the noise (in the Tsirelson sense) that is generated by the solutions of the well-known Tanaka equation. Досліджуються властивості шуму (в розумінні Б. Цірельсона), який породжується розв'язками відомого рівняння Танаки. Institute of Mathematics, NAS of Ukraine 2000-09-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4525 Ukrains’kyi Matematychnyi Zhurnal; Vol. 52 No. 9 (2000); 1176-1193 Український математичний журнал; Том 52 № 9 (2000); 1176-1193 1027-3190 en https://umj.imath.kiev.ua/index.php/umj/article/view/4525/5754 https://umj.imath.kiev.ua/index.php/umj/article/view/4525/5755 Copyright (c) 2000 Watanabe S.
spellingShingle Watanabe, S.
Ватанабе, С.
Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation
title Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation
title_alt Стoxaстичний потік та шум, асоційований із стохастнчним диференціальним рівнянням Танаки
title_full Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation
title_fullStr Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation
title_full_unstemmed Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation
title_short Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation
title_sort stochastic flow and noise associated with the tanaka stochastic differential equation
url https://umj.imath.kiev.ua/index.php/umj/article/view/4525
work_keys_str_mv AT watanabes stochasticflowandnoiseassociatedwiththetanakastochasticdifferentialequation
AT vatanabes stochasticflowandnoiseassociatedwiththetanakastochasticdifferentialequation
AT watanabes stoxastičnijpotíktašumasocíjovanijízstohastnčnimdiferencíalʹnimrívnânnâmtanaki
AT vatanabes stoxastičnijpotíktašumasocíjovanijízstohastnčnimdiferencíalʹnimrívnânnâmtanaki