English

Tanaka's equation on the circle and stochastic flows

Probability 2013-04-23 v2

Abstract

We define a Tanaka's equation on an oriented graph with two edges and two vertices. This graph will be embedded in the unit circle. Extending this equation to flows of kernels, we show that the laws of the flows of kernels KK solution of Tanaka's equation can be classified by pairs of probability measures (m+,m)(m^+,m^-) on [0,1][0,1], with mean 1/2. What happens at the first vertex is governed by m+m^+, and at the second by mm^-. For each vertex PP, we construct a sequence of stopping times along which the image of the whole circle by KK is reduced to PP. We also prove that the supports of these flows contains a finite number of points, and that except for some particular cases this number of points can be arbitrarily large.

Keywords

Cite

@article{arxiv.1203.4048,
  title  = {Tanaka's equation on the circle and stochastic flows},
  author = {Hatem Hajri and Olivier Raimond},
  journal= {arXiv preprint arXiv:1203.4048},
  year   = {2013}
}

Comments

To appear in ALEA Lat. Am. J. Probab. Math. Stat

R2 v1 2026-06-21T20:36:05.264Z