Stochastic equations on compact groups in discrete negative time
成果类型：
Article
署名作者：
Akahori, Jiro; Uenishi, Chihiro; Yano, Kouji
署名单位：
Kyoto University; Ritsumeikan University
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-007-0076-z
发表日期：
2008
页码：
569-593
关键词：
摘要：
In this paper a stochastic equation on compact groups in discrete negative time is studied. The diagonal group action on the extreme points of solutions is proved to be transitive by means of the coupling method. This result is applied to generalize Yor's work which is closely related to Tsirelson's stochastic differential equation and to give criteria for existence of a strong solution and for uniqueness in law.
来源URL：