Around Tsirelson's equation, or: the evolution process may not explain everything

DOI10.1214/15-PS256zbMath1328.60170arXiv0906.3442OpenAlexW2103432283WikidataQ58331036 ScholiaQ58331036MaRDI QIDQ491374

Marc Yor, Kouji Yano

Publication date: 25 August 2015

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.3442

zbMATH Keywords

Markov chainstrong solutionextremal pointsuniqueness in lawevolution processTsirelson's equation

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Generation, random and stochastic difference and differential equations (37H10) Boundary theory for Markov processes (60J50) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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