相关论文: Pathwise uniqueness for two dimensional reflecting…

In a series of papers, Burdzy et. al. introduced the \emph{mirror coupling} of reflecting Brownian motions in a smooth bounded domain $D\subset \mathbb{R}^{d}$, and used it to prove certain properties of eigenvalues and eigenfunctions of…

We consider the Stochastic Differential Equation $X_t = X_0 + \int_0^t b(s,X_s) ds + B_t$, in $\mathbb{R}^d$. We give an example of a drift $b$ such that there does not exist a weak solution, but there exists a solution for almost every…

A new proof of a pathwise uniqueness result of Krylov and R\"{o}ckner is given. It concerns SDEs with drift having only certain integrability properties. In spite of the poor regularity of the drift, pathwise continuous dependence on…

Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian…

We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochastic damped transport process (W\_t). The latter gives a representation for the solutions to the heat equation for differential 1-forms with…

We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…

We consider a one-reflected backward stochastic differential equation with a general RCLL barrier in a filtration that supports a Brownian motion and an independent Poisson random measure. We establish the existence and uniqueness of a…

In this paper, we show that reflecting Brownian motion in any bounded domain D can be approximated, as $k\to\infty$, by simple random walks on "maximal connected" subsets of $(2^{-k}\mathbb{Z}^d)\cap D$ whose filled-in interiors are inside…

Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…

We investigate pathwise uniqueness for the squared Bessel and Cox-Ingersoll-Ross processes with additional reflection term that is multiplied by some real number strictly between minus one and one. The reflection term is the symmetric local…

We investigate the "hot--spots" property for the survival time probability of Brownian motion with killing and reflection in planar convex domains whose boundary consists of two curves, one of which is an arc of a circle, intersecting at…

It is shown that solutions of the Neumann problem for the Poisson equation in an arbitrary convex $n$-dimensional domain are uniformly Lipschitz. Applications of this result to some aspects of regularity of solutions to the Neumann problem…

Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi} for some 0 < xi < 2 pi. Let alpha= (theta_1+theta_2)/xi,…

Skorokhod problem arises in studying Reflected Brownian Motion (RBM) on an non-negative orthant, specifically in the context of queueing networks in the heavy traffic regime. One of the key problems is identifying conditions for stability…

By using Hsu's multiplicative functional for the Neumann heat equation, a natural damped gradient operator is defined for the reflecting Brownian motion on compact manifolds with boundary. This operator is linked to quasi-invariant flows in…

We give upper bounds for the Poincar\'e and Logarithmic Sobolev constants for doubly weighted Brownian motion on manifolds with sticky reflecting boundary diffusion under curvature assumptions on the manifold and its boundary. We therefor…

We prove that a domain in the Riemann sphere is Gromov hyperbolic if and only if it is conformally equivalent to a uniform circle domain. This resolves a conjecture of Bonk--Heinonen--Koskela and also verifies Koebe's conjecture…

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

We consider an inverse problem of reconstructing two spatially varying coefficients in an acoustic equation of hyperbolic type using interior data of solutions with suitable choices of initial condition. Using a Carleman estimate, we prove…

The present paper is devoted to a systematic study of the $p$-Brownian convergence introduced in \cite{boudabra2026stability} (in press) to study the stability of the planar Skorokhod embedding problem \cite{gross2019,Boudabra2020}. The…