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Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation

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Ukrainian Mathematical Journal Aims and scope

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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Authors and Affiliations

  1. Kyoto University, Japan

    S. Watanabe

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  1. S. Watanabe
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Watanabe, S. Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation. Ukrainian Mathematical Journal 52, 1346–1365 (2000). https://doi.org/10.1023/A:1010319800544

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  • DOI: https://doi.org/10.1023/A:1010319800544

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