Stochastic equation on compact groups in discrete negative time
Jirô Akahori, Chihiro Uenishi, Kouji Yano
Abstract
In this paper a stochastic equation on compact groups in discrete negative time is studied. This is closely related to Tsirelson's stochastic differential equation, of which any solution is non-strong. How the group action reflects on the set of solutions is investigated. It is applied to generalize Yor's result and give a necessary and sufficient condition for existence of a strong solution and for uniqueness in law.
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