The noise of a Brownian sticky flow is black

Abstract

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.

7 pages

References in corpus (1)

• Scaling Limit, Noise, Stability

Cited by in corpus (2)

• Scaling Limit, Noise, Stability
• A potpourri of results in the general theory of stochastic noises