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
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
Journal title :
Stochastic Processes and their Applications