High Quality Content by WIKIPEDIA articles! 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 Tanaka Hiroshi. Tanaka's equation is the one-dimensional stochastic differential equation mathrm{d} X_{t} = sgn (X_{t}) , mathrm{d} B_{t}, driven by canonical Brownian motion B, ...Täielik kirjeldus
High Quality Content by WIKIPEDIA articles! 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 Tanaka Hiroshi. Tanaka's equation is the one-dimensional stochastic differential equation mathrm{d} X_{t} = sgn (X_{t}) , mathrm{d} B_{t}, driven by canonical Brownian motion B, with initial condition X0 = 0, where sgn denotes the sign function sgn (x) = begin{cases} +1, & x geq 0; -1, & x < 0. end{cases}