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Browsing EPrint Collection - Mathematics by Subject "Skorokhod equation"
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Uniqueness for reflecting Brownian motion in lip domains
(Elsevier, 2005-03)A lip domain is a Lipschitz domain where the Lipschitz constant is strictly less than one. We prove strong existence and pathwise uniqueness for the solution X = {X [subscript] t, t [is less than or equal to] 0} to the ...