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2006 Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
Richard Bass, Krzysztof Burdzy
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Electron. Commun. Probab. 11: 178-181 (2006). DOI: 10.1214/ECP.v11-1213

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.

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Richard Bass. Krzysztof Burdzy. "Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains." Electron. Commun. Probab. 11 178 - 181, 2006. https://doi.org/10.1214/ECP.v11-1213

Information

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

zbMATH: 1110.60075
MathSciNet: MR2266707
Digital Object Identifier: 10.1214/ECP.v11-1213

Subjects:
Primary: 60J65

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