Uniqueness for reflecting Brownian motion in Lip domains (Q1775911): Difference between revisions

There is a considerable literature on the construction of reflecting Brownian motion in more or less smooth domains, with either oblique or normal reflection. The main result of the paper is a proof of strong existence and pathwise uniqueness of the Skorokhod equation in a planar Lipschitz domain whose Lipschitz constant is strictly less than one: what is normal reflection on the boundary must be carefully explicated. The authors also give a counterexample showing that there exists a Lipschitz domain in the three-dimensional space whose Lipschitz constant is strictly greater than one where weak uniqueness fails for the Skorokhod equation: here some conditions on the local times are not required any longer.