Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains

DOI10.1016/j.spa.2024.104295arXiv2206.05621OpenAlexW4390607253MaRDI QIDQ6123275

Thomas G. Kurtz, Cristina Costantini

Publication date: 4 March 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.05621

zbMATH Keywords

cuspjump boundary conditionsoblique reflectionnonsmooth domainreflecting diffusionconstrained martingale problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)

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