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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] ...
    • 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 ...