Dual skew products, genericity of the exactness property and finance

DOI10.1142/S0218127411028593MaRDI QIDQ2994879zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• The exactness of generalized skew products
• Asymptotic Measures for Skew Products of Bernoulli Shifts with Generalized North Pole-South Pole Diffeomorphisms
• Exactness and Bernoulliness of generalized random dynamical systems
• Stability of smooth extensions of Bernoulli shifts
• Ergodic properties of skew products with Lasota-Yorke type maps in the base

Cites work

• scientific article; zbMATH DE number 741221 (Why is no real title available?)
• scientific article; zbMATH DE number 3280242 (Why is no real title available?)
• scientific article; zbMATH DE number 3337004 (Why is no real title available?)
• Genericity of the $K$-property for a class of transformations
• Iterated Random Functions
• Iterations of the Frobenius–Perron operator for parabolic random maps
• Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density

Cited in

(3)

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

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