Strong solutions of Tsirel’son’s equation in discrete time taking values in compact spaces with semigroup action

Takao Hirayama and Kouji Yano

Statistics & Probability Letters, 2013, vol. 83, issue 3, 824-828

Abstract: Under the assumption that the infinite product of the evolution process converges almost surely, the set of strong solutions is characterized by a compact space T, which may be regarded as the set of possible initial states. More precisely, any strong solution may be represented as the result of a uniquely specified element of T acted by the infinite product of the evolution process.

Keywords: Stochastic equation; Strong solution; Infinite product of random variables (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2012.11.033

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