文章基本信息

标题：On flows associated to Tanaka's SDE and related works
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作者：Hajri, Hatem
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2015
卷号：20
期号：0
页码：1-12
DOI：10.1214/ECP.v20-4058
语种：English
出版社：Electronic Communications in Probability
摘要：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.
关键词：Stochastic flows of kernels; weak solutions; Tanaka's SDE; skew Brownian motion.;Primary 60H25 ; Secondary 60J60