1. M. Barlow, J. Pitman, and M. Yor, “On Walsh’s Brownian motions,” Séminaire de Probabilités XXIII, Lecture Notes in Math., 1372, Springer, Berlin (1989), pp. 275–293.
2. K. Burdzy and H. Kaspi, “Lenses in skew Brownian flow,” Ann. Probab., 32, No. 4, 3085–3115 (2004); DOI: https://doi.org/10.1214/009117904000000711.
3. R. W. R. Darling, “Constructing nonhomeomorphic stochastic flows,” Mem. Amer. Math. Soc., 70, No. 376, Amer. Math. Soc., Providence, RI (1987); DOI: https://doi.org/10.1090/memo/0376.
4. J. Dieudonné, “Foundations of modern analysis,” Pure and Applied Mathematics, Vol. 10, Academic Press, New York, London (1960).
5. A. Dvoretzky, P. Erdős, and S. Kakutani, “Nonincrease everywhere of the Brownian motion process,” in: Proc. 4th Berkeley Symp. on Math. Statist. Prob., 2, Univ. California Press, Berkeley–Los Angeles, CA (1961), pp. 103–116.