Three examples of Brownian flows on R

Abstract: We show that the only flow solving the stochastic differential equation (SDE) on

R R

dX_t = 1_{{X_t>0}}W_+(dt) + 1_{{X_t<0}}dW_-(dt),

where

W^{+}

and

W^{-}

are two independent white noises, is a coalescing flow we will denote

p^{p m}

. The flow

p^{p} m

is a Wiener solution. Moreover,

K^{+} = E [d e l t a_{p^{p} m} | W_{+}]

is the unique solution (it is also a Wiener solution) of the SDE

K^+_{s,t}f(x)=f(x)+int_s^t K_{s,u}(1_{RR^+}f')(x)W_+(du)+(1/2) int_s^t K_{s,u}f"(x) du

for $s

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