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    Stochastic differential equations driven by stable processes for which pathwise uniqueness fails 

    Burdzy, Krzysztof; Bass, Richard F.; Chen, Zhen-Qing (North-Holland (Elsevier), 2004-05)
    Let Z [subscript] t be a one-dimensional symmetric stable process of order [alpha] with [alpha is an element of the set] (0, 2) and consider the stochastic differential equation dX [subscript] t = [omega] (X [subscript] t−)dZ [subscript]t. For [beta] < 1 [divided by alpha] ^ 1, we show there exists a function that is ...
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    Uniqueness for reflecting Brownian motion in lip domains 

    Burdzy, Krzysztof; Bass, Richard F.; Chen, Zhen-Qing (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 Skorokhod equation dX [subscript] t = dW [subscript] t + n(X [subscript] t)dL [subscript] t, in planar lip ...

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    AuthorBass, Richard F. (2)
    Burdzy, Krzysztof (2)
    Chen, Zhen-Qing (2)
    Subject
    pathwise uniqueness (2)
    crossing estimates (1)lip domain (1)Lipschitz domain (1)local time (1)Reflecting Brownian motion (1)Skorokhod equation (1)Stable processes (1)stochastic differential equations (1)strong existence (1)... View MoreDate Issued2005 (1)2004 (1)

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