Dual skew products, genericity of the exactness property and finance

DOI10.1142/S0218127411028593zbMATH Open1210.37006OpenAlexW1974072074MaRDI QIDQ2994879FDOQ2994879

Authors: Zbigniew S. Kowalski 

Publication date: 29 April 2011

Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127411028593

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zbMATH Keywords

random walkinvariant measurebinomial modelexactnesshomeomorphic extension of one-sided Bernoulli shift

Mathematics Subject Classification ID

Symbolic dynamics (37B10) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40)

Cites Work

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• Iterated Random Functions
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• Genericity of the $K$-property for a class of transformations
• Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density
• Iterations of the Frobenius–Perron operator for parabolic random maps

Cited In (3)

• Bernoulli property of smooth extensions of Bernoulli shifts
• Stability of smooth extensions of Bernoulli shifts
• Exactness and Bernoulliness of generalized random dynamical systems

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