On flows associated to Tanaka's SDE and related works

2015/01/13 by Hatem Hajri, Hajri, Hatem
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1501.02982

arxiv created 2015/01/13 · arxiv updated 2015/01/14

Abstract

We review the construction of flows associated to Tanaka's SDE from [9] and 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 [2, 3, 7, 4].

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