Abstract
We review the construction of flows associated to Tanaka’s SDE. Using the skew Brownian motion, we give an easy proof of the classification of these flows by means of probability measures on [0; 1]. Our arguments also simplify some already available proofs.
Citation
Hatem Hajri. "On flows associated to Tanaka's SDE and related works." Electron. Commun. Probab. 20 1 - 12, 2015. https://doi.org/10.1214/ECP.v20-4058
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