Abstract
A Harris flow is a stochastic flow on the real line given by SDE (2.1) below. We study the noise generated by Harris flows, particularly spectra of the noise. Our aim is to understand what lies beyond the finite order terms in the chaos expansion (the Wiener-Itô expansion) for nonstrong solutions of SDE (2.1).
Information
Published: 1 January 2004
First available in Project Euclid: 3 January 2019
zbMATH: 1064.60154
MathSciNet: MR2083719
Digital Object Identifier: 10.2969/aspm/04110351
Rights: Copyright © 2004 Mathematical Society of Japan
