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

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.

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Year of publication:	2013
Authors:	Hirayama, Takao ; Yano, Kouji
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 3, p. 824-828
Publisher:	Elsevier
Subject:	Stochastic equation \| Strong solution \| Infinite product of random variables

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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