Pathwise uniqueness for reflecting Brownian motion in Euclidean domains
From MaRDI portal
Publication:1579435
DOI10.1007/s004400000049zbMath0957.60070MaRDI QIDQ1579435
Publication date: 29 March 2001
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic integral equations (60H20)
Related Items (5)
Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift ⋮ The Skorohod oblique reflection problem in time-dependent domains ⋮ Monotonicity properties of the Neumann heat kernel in the ball ⋮ On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains ⋮ Brosamler's formula revisited and extensions
This page was built for publication: Pathwise uniqueness for reflecting Brownian motion in Euclidean domains
