The biased-sign construction conjecture for the Tanaka flow

From papers

Let e\bm e be a one-dimensional Brownian excursion, and let Z1,1p(u)\bm{\mathscr Z}_{1,1-p}^{(u)} denote the solution flow of the displayed Tanaka-type SDE, started at time uu. The construction analogous to the uniform-sign construction uses signs s(){,}\bm s(\ell)\in\{\oplus,\ominus\} indexed by local minima \ell of e\bm e.

Biased-sign construction conjecture. For ρ=1\rho=1 and every p[0,1]p\in[0,1], the solutions Z1,1p(u)\bm{\mathscr Z}_{1,1-p}^{(u)} can be constructed using independent biased signs satisfying

P(s()=)=p.\mathbb{P}(\bm s(\ell)=\oplus)=p.

For p=1/2p=1/2, this reduces to the coalescing flow associated with the Tanaka SDE. The conjecture supplies the analogous explicit construction for all biases.

Progress summary

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Sources & referencesView supporting material

Primary source

Jacopo Borga, “Random Permutations – A geometric point of view”, arXiv:2107.09699 (2021).

Solutions 0

No solutions have been posted yet.