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.
引用
收藏
页码:1346 / 1365
页数:19
相关论文
共 50 条
  • [41] Weak-noise limit of a piecewise-smooth stochastic differential equation
    Chen, Yaming
    Baule, Adrian
    Touchette, Hugo
    Just, Wolfram
    PHYSICAL REVIEW E, 2013, 88 (05)
  • [42] Existence and Stability of Solutions for a Class of Stochastic Fractional Partial Differential Equation with a Noise
    Bouteraa, N.
    BULLETIN OF IRKUTSK STATE UNIVERSITY-SERIES MATHEMATICS, 2022, 41 : 107 - 120
  • [43] Wong-Zakai approximation of a stochastic partial differential equation with multiplicative noise
    Hausenblas, Erika
    Randrianasolo, Tsiry Avisoa
    APPLICABLE ANALYSIS, 2024, 103 (16) : 3029 - 3048
  • [44] Renormalization Group Method for a Stochastic Differential Equation with Multiplicative Fractional White Noise
    Guo, Lihong
    MATHEMATICS, 2024, 12 (03)
  • [45] Stochastic differential equations with fractal noise
    Zähle, M
    MATHEMATISCHE NACHRICHTEN, 2005, 278 (09) : 1097 - 1106
  • [46] Stochastic Differential Equation With Fuzzy Coefficients
    Panda, Sumitra
    Dash, Jayanta K.
    Panda, Golak B.
    IAENG International Journal of Applied Mathematics, 2023, 53 (01)
  • [47] Stochastic Differential Equation of Earthquakes Series
    Mariani, Maria C.
    Tweneboah, Osei K.
    Gonzalez-Huizar, Hector
    Serpa, Laura
    PURE AND APPLIED GEOPHYSICS, 2016, 173 (07) : 2357 - 2364
  • [48] A stochastic differential equation with a sticky point
    Bass, Richard F.
    ELECTRONIC JOURNAL OF PROBABILITY, 2014, 19 : 1 - 22
  • [49] Stochastic differential equation in a random environment
    Makhno S.Y.
    Mel’nik S.A.
    Journal of Mathematical Sciences, 2018, 231 (1) : 48 - 69
  • [50] EXISTENCE THEORY FOR A STOCHASTIC DIFFERENTIAL EQUATION
    HARDIMAN, ST
    TSOKOS, CP
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1974, 5 (07) : 615 - 621