SDEs with oblique reflections on nonsmooth domains (Q948751): Difference between revisions

This is a correction to a previous paper of the authors: ``SDEs with oblique reflections on nonsmooth domains'', Ann. Probab. 21, No. 1, 554--580 (1993; Zbl 0787.60099). The paper was about strong existence and uniqueness for stochastic differential equations with possibly oblique reflection at the boundary of the domain (which might also have corners) and the proof of its Theorem 5.1 contained an error that was pointed out by Weining Kang and Ruth Williams. The theorem states an estimate that is crucial to the proof of existence and uniqueness. In this correction, the authors indicate exactly where the mistake lies and manage to fix the proof of the above Theorem.