Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains

DOI10.1214/ECP.V11-1213zbMATH Open1110.60075arXivmath/0510473OpenAlexW1976440447MaRDI QIDQ2433682FDOQ2433682

Authors: Richard F. Bass, K. Burdzy 

Publication date: 3 November 2006

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

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.

Full work available at URL: https://arxiv.org/abs/math/0510473

Mathematics Subject Classification ID

Brownian motion (60J65)

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

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