Three examples of Brownian flows on $\RR$
  We show that the only flow solving the stochastic differential equation (SDE) on $\RR$ $$dX_t = 1_{\{X_t>0\}}W_+(dt) + 1_{\{X_t<0\}}dW_-(dt),$$ where $W^+$ and $W^-$ are two independent white noises, is a coalescing flow we will denote $\p^{\pm}$. The flow $\p^\pm$ is a Wiener solution. Moreover, $K^+=\E[\delta_{\p^\pm}|W_+]$ 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 
Yves Le Jan (LM-Orsay), Olivier Raimond (MODAL'X)
math.PR