{
  "id": "math/0603113",
  "version": "v1",
  "published": "2006-03-04T16:20:26.000Z",
  "updated": "2006-03-04T16:20:26.000Z",
  "title": "Stochastic equation on compact groups in discrete negative time",
  "authors": [
    "Jirô Akahori",
    "Chihiro Uenishi",
    "Kouji Yano"
  ],
  "comment": "23pages",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2006-03-04T16:20:26.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60B15"
    ],
    "keywords": [
      "discrete negative time",
      "compact groups",
      "stochastic equation",
      "tsirelsons stochastic differential equation",
      "group action reflects"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 23,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2006math......3113A"
    }
  }
}