Title of article
Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
Author/Authors
Hirayama، نويسنده , , Takao and Yano، نويسنده , , Kouji، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
20
From page
1404
To page
1423
Abstract
Stochastic equations indexed by negative integers and taking values in compact groups are studied. Extremal solutions of the equations are characterized in terms of infinite products of independent random variables. This result is applied to characterize several properties of the set of all solutions in terms of the law of the driving noise.
Keywords
stochastic equation , Markov process , Independent complement , Infinite convolution , Extremal point
Journal title
Stochastic Processes and their Applications
Serial Year
2010
Journal title
Stochastic Processes and their Applications
Record number
1578297
Link To Document