On flows associated to Tanaka's SDE and related works
Probability
2015-01-14 v1
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].
Cite
@article{arxiv.1501.02982,
title = {On flows associated to Tanaka's SDE and related works},
author = {Hatem Hajri},
journal= {arXiv preprint arXiv:1501.02982},
year = {2015}
}