论文标题
对经典SDE的非经典解决方案，并与Kolmogorov的零法律进行交谈
A nonclassical solution to a classical SDE and a converse to Kolmogorov's zero-one law
论文作者
论文摘要
对于一个不承认经典意义上没有强大解决方案的离散时间离散空间SDE，构建了一个弱解决方案，该解决方案是驾驶i.i.d.的（一定是不可衡量的）非中性函数的（一定是不可衡量的）。噪音。结果突出了强烈的可测量性在（非污染）概率中发挥作用。从字面上看，一路上 - 偶然发现了与著名的科尔莫戈罗夫（Kolmogorov）的零法定法律，以实现独立价值的序列。
For a discrete-negative-time discrete-space SDE, which admits no strong solution in the classical sense, a weak solution is constructed that is a (necessarily nonmeasurable) non-anticipative function of the driving i.i.d. noise. The result highlights the strong rôle measurability plays in (non-discrete) probability. En route one -- quite literally -- stumbles upon a converse to the celebrated Kolmogorov's zero-one law for sequences with independent values.
