The noise of a Brownian sticky flow is black

Details The noise of a Brownian sticky flow is black The noise of a Brownian sticky flow is black

2002-12-19

arxiv.org/abs/math/0212269v2

Mathematics

Probability

7 pages

Scientific paper

In this note, it is proved that the noise (in the sense of Tsirelson)
generated by a Brownian sticky flow (as defined in math.PR/0211387) is black.

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