On the stochastic differential equation for a two-dimensional Brownian motion with boundary conditions

DOI10.2969/jmsj/03220233zbMath0452.60068WikidataQ115226118 ScholiaQ115226118MaRDI QIDQ1148614

S. H. Smith

Publication date: 1980

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/03220233

zbMATH Keywords

comparison theorem; unique strong solution; two-dimensional Brownian motion; relaxed solutions

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

60J50: Boundary theory for Markov processes