Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation

  • S. Watanabe

Abstract

We study the properties of the noise (in the Tsirelson sense) that is generated by the solutions of the well-known Tanaka equation.
Published
25.09.2000
How to Cite
WatanabeS. “Stochastic Flow and Noise Associated With the Tanaka Stochastic Differential Equation”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 52, no. 9, Sept. 2000, pp. 1176-93, https://umj.imath.kiev.ua/index.php/umj/article/view/4525.
Issue
Vol 52 No 9 (2000)
Section
Research articles