| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155802 | Stochastic Processes and their Applications | 2010 | 20 Pages |
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
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Takao Hirayama, Kouji Yano,