Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains

DOI10.1214/ECP.V11-1213MaRDI QIDQ2433682zbMATH OpenOpenAlexFDO

Authors Richard F. Bass, K. Burdzy

Publication date 3 November 2006

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0510473, https://eudml.org/doc/127249

Mathematics Subject Classification ID

Brownian motion (60J65)

Abstract: We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.

Cited in

(5)

• Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary
• Reflecting Brownian motion in a Lipschitz domain and a conditional gauge theorem
• Reaction-diffusion on metric graphs: from 3D to 1D
• On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains
• Skew Brownian diffusions across Koch interfaces

This page was built for publication: Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2433682)