Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation

Authors

  • 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.

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Published

25.09.2000

Issue

Vol. 52 No. 9 (2000)

Section

Research articles

How to Cite

Watanabe, S. “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.