On flows associated to Tanaka's SDE and related works
نویسندگان
چکیده
منابع مشابه
On flows associated to Tanaka’s SDE and related works*
We review the construction of flows associated to Tanaka’s SDE from [8]. 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 proofs in the subsequent papers [1, 3, 9, 2].
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2015
ISSN: 1083-589X
DOI: 10.1214/ecp.v20-4058