Uniqueness for reflecting Brownian motion in Lip domains

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

zbMATH Keywords

local time; Skorokhod equation; weak uniqueness; Lipschitz domain; strong existence; Pathwise uniqueness

Mathematics Subject Classification ID

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

60J65: Brownian motion

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