  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
