Uniqueness for the Skorokhod equation with normal reflection in Lipschitz domains
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Publication:1380205
zbMATH Open0888.60067MaRDI QIDQ1380205FDOQ1380205
Authors: Richard F. Bass 
Publication date: 8 March 1998
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/119402
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Neumann problemreflecting Brownian motionmixed boundary problemLipschitz domainsuniqueness in lawweak uniquenessSkorokhod equationsubmartingale problem
Cited In (10)
- A conformal Skorokhod embedding
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
- On the symmetry of a reflecting Brownian motion defined by Skorohod's equation for a multi-dimensional domain
- Uniqueness for reflecting Brownian motion in Lip domains
- Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\)
- Reflecting Brownian snake and a Neumann-Dirichlet problem.
- Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains
- Pathwise uniqueness for reflecting Brownian motion in Euclidean domains
- Simulation of reflected Brownian motion on two dimensional wedges
- Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
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