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Infinite product of random variables 1 Stochastic equation 1 Strong solution 1
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Hirayama, Takao 1 Yano, Kouji 1
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Statistics & Probability Letters 1
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Strong solutions of Tsirel’son’s equation in discrete time taking values in compact spaces with semigroup action
Hirayama, Takao; Yano, Kouji - In: Statistics & Probability Letters 83 (2013) 3, pp. 824-828
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...
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