Uniqueness for reflecting Brownian motion in Lip domains (Q1775911)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Uniqueness for reflecting Brownian motion in Lip domains
scientific article

    Statements

    Uniqueness for reflecting Brownian motion in Lip domains (English)
    0 references
    0 references
    0 references
    0 references
    4 May 2005
    0 references
    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.
    0 references
    Skorokhod equation
    0 references
    local time
    0 references
    Lipschitz domain
    0 references
    weak uniqueness
    0 references
    strong existence
    0 references
    Pathwise uniqueness
    0 references

    Identifiers