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, $K^+=\E[δ_{\p^\pm}|W_+]$ 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

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