DUAL SKEW PRODUCTS, GENERICITY OF THE EXACTNESS PROPERTY AND FINANCE

DOI10.1142/S0218127411028593zbMath1210.37006OpenAlexW1974072074MaRDI QIDQ2994879

Zbigniew S. Kowalski

Publication date: 29 April 2011

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127411028593

zbMATH Keywords

invariant measurerandom walkexactnessbinomial modelhomeomorphic extension of one-sided Bernoulli shift

Mathematics Subject Classification ID

Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Symbolic dynamics (37B10)

Related Items (2)

Stability of smooth extensions of Bernoulli shifts ⋮ Bernoulli property of smooth extensions of Bernoulli shifts

Cites Work

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• Iterations of the Frobenius–Perron operator for parabolic random maps
• Iterated Random Functions
• Genericity of the $K$-property for a class of transformations
• Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density

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