A simple example of black noise

DOI10.1016/S0007-4497(01)01101-0zbMath0996.60044MaRDI QIDQ5956294

Shinzo Watanabe

Publication date: 15 July 2002

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

black noiseDavis-Varaiya invariantsingular diffusion

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Martingales with continuous parameter (60G44) Diffusion processes (60J60) General theory of stochastic processes (60G07)

Related Items (1)

Simulation example of a black noise

Cites Work

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• Coalescing and noncoalescing stochastic flows in \(R_ 1\)
• Within and beyond the reach of Brownian innovation
• The multiplicity of an increasing family of \(\sigma\)-fields
• Branching Markov processes. II
• Decomposable processes and continuous products of probability spaces
• Examples of Nonlinear Continuous Tensor Products of Measure Spaces and Non-Fock Factorizations
• On Square Integrable Martingales

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