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2015 On flows associated to Tanaka's SDE and related works
Hatem Hajri
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Electron. Commun. Probab. 20: 1-12 (2015). DOI: 10.1214/ECP.v20-4058


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.


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Hatem Hajri. "On flows associated to Tanaka's SDE and related works." Electron. Commun. Probab. 20 1 - 12, 2015.


Accepted: 16 February 2015; Published: 2015
First available in Project Euclid: 7 June 2016

zbMATH: 1327.60118
MathSciNet: MR3314651
Digital Object Identifier: 10.1214/ECP.v20-4058

Primary: 60H25
Secondary: 60J60

Keywords: skew Brownian motion , Stochastic flows of kernels , Tanaka's SDE , weak solutions

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