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 Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4525 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |