Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains
Probability
2007-05-23 v1
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.
Cite
@article{arxiv.math/0510473,
title = {Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains},
author = {Richard F. Bass and Krzysztof Burdzy},
journal= {arXiv preprint arXiv:math/0510473},
year = {2007}
}