Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups (Q983169)

This paper deals with stochastic equation indexed by negative integers. The authors consider the stochastic equation \(\eta_k=\xi_k\eta_{k-1}, k\in -\mathbb N\), taking values in compact topological groups where \((\eta_k)=(\eta_k:k\in -\mathbb N)\) is unknown process and \((\xi_k)=(\xi_k:k\in -\mathbb N)\) is a driving noise. Extremal solutions of the equations are characterized in terms of infinite products of independent random variables. This result is applied to characterize several properties of the set of all solutions in terms of the law of the driving noise.