Stochastic flow and noise associated with the tanaka stochastic differential equation

被引:0
|
作者
Watanabe S. [1 ]
机构
[1] Kyoto University,
关键词
Differential Equation; Stochastic Differential Equation; Stochastic Flow; Noise Associate; Tanaka Equation;
D O I
10.1023/A:1010319800544
中图分类号
学科分类号
摘要
We study the properties of the noise (in the Tsirelson sense) that is generated by the solutions of the well-known Tanaka equation. © 2000 Plenum Publishing Corporation.
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页码:1346 / 1365
页数:19
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