کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155802 958772 2010 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 120, Issue 8, August 2010, Pages 1404–1423
نویسندگان
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