论文标题

时间可逆性和非趋势征税区域

Time-reversibility and nonvanishing Levy area

论文作者

Gottwald, Georg, Melbourne, Ian

论文摘要

我们完整描述和阐明了征税区域校正对ITO/Stratonovich随机积分的结构,作为时间可逆的确定性动力学系统的限制。特别是,我们表明,时间可逆性迫使征税区域仅在易于分类的非常具体的情况下消失。

We give a complete description and clarification of the structure of the Levy area correction to Ito/Stratonovich stochastic integrals arising as limits of time-reversible deterministic dynamical systems. In particular, we show that time-reversibility forces the Levy area to vanish only in very specific situations that are easily classified.

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