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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. (1)
    Burdzy, Krzysztof (1)
    Chen, Zhen-Qing (1)
    Subject
    lip domain (1)
    Lipschitz domain (1)
    local time (1)
    pathwise uniqueness (1)Reflecting Brownian motion (1)Skorokhod equation (1)strong existence (1)weak uniqueness (1)... View MoreDate Issued2005 (1)

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