The biased-sign construction conjecture for the Tanaka flow
The biased-sign construction conjecture for the Tanaka flow
Let be a one-dimensional Brownian excursion, and let denote the solution flow of the displayed Tanaka-type SDE, started at time . The construction analogous to the uniform-sign construction uses signs indexed by local minima of .
Biased-sign construction conjecture. For and every , the solutions can be constructed using independent biased signs satisfying
For , 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).
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