Tanaka equation
id:
tanaka-equation-242-7841094
title:
Tanaka equation
text:
In mathematics, Tanaka's equation is an example of a stochastic differential equation which admits a weak solution but has no strong solution. It is named after the Japanese mathematician Hiroshi Tanaka. Tanaka's equation is the one-dimensional stochastic differential equation driven by canonical Brownian motion B, with initial condition X0 = 0, where sgn denotes the sign function The signum function does not satisfy the Lipschitz continuity condition required for the usual theorems guaranteeing
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https://en.wikipedia.org/wiki/Tanaka_equation
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date modified:
2023-08-05T20:25:55Z
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{"identifier":"Q7682254","url":"https://www.wikidata.org/entity/Q7682254"}
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