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

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  • Hirayama, Takao
  • Yano, Kouji

Abstract

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.

Suggested Citation

  • Hirayama, Takao & Yano, Kouji, 2013. "Strong solutions of Tsirel’son’s equation in discrete time taking values in compact spaces with semigroup action," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 824-828.
  • Handle: RePEc:eee:stapro:v:83:y:2013:i:3:p:824-828
    DOI: 10.1016/j.spl.2012.11.033
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    References listed on IDEAS

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    1. Hirayama, Takao & Yano, Kouji, 2010. "Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups," Stochastic Processes and their Applications, Elsevier, vol. 120(8), pages 1404-1423, August.
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