Uniqueness for reflecting Brownian motion in Lip domains
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Publication:1775911
DOI10.1016/j.anihpb.2004.06.001zbMath1067.60036MaRDI QIDQ1775911
Richard F. Bass, Zhen-Qing Chen, Krzysztof Burdzy
Publication date: 4 May 2005
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2005__41_2_197_0
local time; Skorokhod equation; weak uniqueness; Lipschitz domain; strong existence; Pathwise uniqueness
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
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