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

Abstract

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.

Citation

Download Citation

Hatem Hajri. "On flows associated to Tanaka's SDE and related works." Electron. Commun. Probab. 20 1 - 12, 2015. https://doi.org/10.1214/ECP.v20-4058

Information

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

Subjects:
Primary: 60H25
Secondary: 60J60

JOURNAL ARTICLE
12 PAGES


SHARE
Back to Top