Uniqueness for the Skorokhod equation with normal reflection in Lipschitz domains

zbMath0888.60067MaRDI QIDQ1380205

Richard F. Bass

Publication date: 8 March 1998

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119402

zbMATH Keywords

Skorokhod equationNeumann problemreflecting Brownian motionweak uniquenessLipschitz domainsmixed boundary problemuniqueness in lawsubmartingale problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

Related Items (3)

Reflecting Brownian snake and a Neumann-Dirichlet problem. ⋮ Simulation of reflected Brownian motion on two dimensional wedges ⋮ Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains

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