Electronic Communications in Probability

Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains

Richard Bass and Krzysztof Burdzy

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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.

Article information

Electron. Commun. Probab., Volume 11 (2006), paper no. 18, 178-181.

Accepted: 30 August 2006
First available in Project Euclid: 4 June 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60J65: Brownian motion [See also 58J65]

reflecting Brownian motion

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Bass, Richard; Burdzy, Krzysztof. Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains. Electron. Commun. Probab. 11 (2006), paper no. 18, 178--181. doi:10.1214/ECP.v11-1213. https://projecteuclid.org/euclid.ecp/1465058861

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