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
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.