Tanaka's equation on the circle and stochastic flows

zbMath1277.60112arXiv1203.4048MaRDI QIDQ2866812

Olivier Raimond, Hatem Hajri

Publication date: 9 December 2013

Full work available at URL: https://arxiv.org/abs/1203.4048

zbMATH Keywords

Brownian motion on the circlestochastic lows of kernelsTanaka's SDE

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60)

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