{"entities":{"Q2722148":{"pageid":2732887,"ns":120,"title":"Item:Q2722148","lastrevid":82980323,"modified":"2026-05-06T22:35:24Z","type":"item","id":"Q2722148","labels":{"en":{"language":"en","value":"Stochastic flow and noise associated with the Tanaka stochastic differential equation"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1617390"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722148$F928B8D2-8FCD-4DBD-83CF-A8A35233166F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"59f3df7ed560b6700aee3dbfee780dd996c21018","datavalue":{"value":"0971.60062","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722148$E53044A7-E916-48F9-8C09-05A414591E19","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"48f802be8ff5ea262b30f59a09970de5d4008fe4","datavalue":{"value":"10.1023/A:1010319800544","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722148$43D66C01-E3A4-48FE-8E45-5341C20ED53C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e21939792d73c8d62eb393a0be39b8ab0daeefc4","datavalue":{"value":{"entity-type":"item","numeric-id":190657,"id":"Q190657"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722148$3B27F18F-00BA-45BC-826C-146F19803E3D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a2ee3b935f81a864d03f4e2c25395eef672e39e8","datavalue":{"value":{"time":"+2001-07-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2722148$1DAE6660-68E6-4870-9240-75C3304513B8","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722148$7B5C77A3-FE76-4FEC-AFDC-668179DC2BE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7d5f2702cb60044854a487cc5b8cae5554610f18","datavalue":{"value":"58J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722148$9A5116B7-0EE0-4A6D-B6DD-9B1F3E718AAE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"13227aa1228d81cc7284d49390a45a3a81983034","datavalue":{"value":"60H40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722148$F62B1D59-B007-4B16-8CFC-6E377E1F3D66","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"cda29da602f403ae42faf3b1e3bfc6314499048c","datavalue":{"value":"1617390","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722148$C324BC0B-A9FB-42E5-BB57-D88005FB1873","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"867a2ade7b343ae9fb1b583c9ccc49525b4adc3b","datavalue":{"value":"stochastic flow","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722148$C54DD537-A307-4048-ACC3-9E2C50647E63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"59785ce03402d78dc715bbd91dfb64f93c9ba34f","datavalue":{"value":"nonwhite noise","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722148$79FEE466-A1D1-4889-827F-6A4ED1AFBBD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0a02aa9d2be5ce64d775938d372d56e7f18bb8b3","datavalue":{"value":"spectral measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722148$7D368B70-831F-4D2F-8D69-0B0AC5DC3629","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"480b9253007f3754763827b076b9d220af032d4e","datavalue":{"value":"Tanaka's stochastic differential equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722148$7CC32E95-00F1-4160-AEC2-2178CB5606C8","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722148$EA8A88AC-5CEA-4A39-8E6C-C43777CEA6D8","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5652166ad9acab68a6dc571378af63d50805b94f","datavalue":{"value":"https://doi.org/10.1023/a:1010319800544","type":"string"},"datatype":"url"},"type":"statement","id":"Q2722148$8369885D-A5BC-4048-8F7B-B41B430E63D8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c273c53590ce3b664bb4e31336fbc23db64484da","datavalue":{"value":"W119159407","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722148$6DAA56C4-2808-44DB-8CD9-623B77765984","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6e3c3382d8246ac890c3dbf64a6a04e0e0dd8b5b","datavalue":{"value":{"entity-type":"item","numeric-id":6768749,"id":"Q6768749"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722148$E1622087-945D-4F27-903B-91F155BDC065","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"54413724abf3a5f2a4afe6e7092c1e110e7e2376","datavalue":{"value":{"text":"Stochastic flow and noise associated with the Tanaka stochastic differential equation","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2722148$9871CBE4-3C5F-4396-88CB-416EB8BA5175","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"faa4f51d321f164293e4ee420b530eec6c9a46e5","datavalue":{"value":"Consider the following one-dimensional stochastic differential equation (SDE) \\( dX_t=\\text{sign}(X_{t}) dw_{t}\\), where \\(\\text{sign}(y)=1_{[0,\\infty)}(y)-1_{(-\\infty,0)}(y),\\) \\(w_{t}\\) is a one-dimensional Wiener process and \\(dw_{t}\\) is the stochastic differential in the It\u00f4 sense, \\(t\\geq s \\in R,\\) \\(X_{s}=x.\\) This SDE was first introduced by \\textit{H. Tanaka} [Japanese, Sem. Probab. 1964. 17. Kakurit. Sem.] as a simplest example of SDE's having law unique solutions which, however, can not possess any strong solutions. NEWLINENEWLINENEWLINEThe existence and the uniqueness in law of a family \\({\\mathbb X}=\\{X_{s,t}(x)\\}\\) of solutions to the above-mentioned SDE which form a coalescing stochastic flow is shown. This stochastic flow \\({\\mathbb X}\\) naturally generates a noise. This noise has been introduced and studied deeply by \\textit{B. Tsirelson} [in: Doc. Math., J. DMV Extra Vol. ICM III, 311-320 (1998; Zbl 0907.60053); ``Unitary Brownian motions are linearizable'' (Preprint 1998); ``Scaling limit of Fourier-Walsh coefficients'' (Preprint 1999)]. The noise generated by the flow \\({\\mathbb X}\\) of solutions to the SDE may be a simplest example of predictable, non-Gaussian or nonwhite noise. The properties of a noise (in the Tsirelson sense), which is generated by solutions of the Tanaka's equation, are studied. The approach is somewhat different from the famous one: The spectral measure for the noise is computed directly without relating it to a random walk approximation.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722148$8404569B-EC54-4945-B94A-754511E4ED72","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"31edd254cd085ad990ce24668adf03726a1c42a1","datavalue":{"value":{"entity-type":"item","numeric-id":373569,"id":"Q373569"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5e00abef6f3fdc9798de734a52208db4234c2a99","datavalue":{"value":{"amount":"+0.8132026195526123","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722148$65A4B7C9-3B08-403C-BD2B-6CF52B047CC7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c4d04711be17d05e7ec3cd6d3e5418dc6e822b68","datavalue":{"value":{"entity-type":"item","numeric-id":3424573,"id":"Q3424573"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"96f23e0d2fc273e0b9377bcca1798a7e9d375252","datavalue":{"value":{"amount":"+0.8021911978721619","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722148$C18612FA-A63D-4CAB-8D00-1DC43C432F2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e12207ce87528cc145fa12afeaf5f9736cf17c85","datavalue":{"value":{"entity-type":"item","numeric-id":2891104,"id":"Q2891104"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b789e71f8394803741d341f4dd0252e638eeec3d","datavalue":{"value":{"amount":"+0.7888475060462952","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722148$85BCA5A9-12AC-4DB0-AE1A-D4D9FEEDBA6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"76bc1378a0bc4684ccee79a92a31157f95f72069","datavalue":{"value":{"entity-type":"item","numeric-id":479715,"id":"Q479715"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca43e99a297d9bb98809dd6335be32bfdb9c1b6f","datavalue":{"value":{"amount":"+0.771161675453186","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722148$2C2EE2D9-BBB3-4514-8A7D-6BA4E01A0591","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f9d2cef724b39f436321fb51ea3020614b387106","datavalue":{"value":{"entity-type":"item","numeric-id":1879824,"id":"Q1879824"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6a4f3a4ebc290465aac65fe13058b438472ab51f","datavalue":{"value":{"amount":"+0.7446513772010803","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722148$5212FF38-BE7D-46E4-AC93-3D49E39766AE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Stochastic flow and noise associated with the Tanaka stochastic differential equation","badges":[]}}}}}