Uniqueness for reflecting Brownian motion in Lip domains

DOI10.1016/j.anihpb.2004.06.001zbMath1067.60036OpenAlexW2015381048MaRDI QIDQ1775911

Richard F. Bass, Zhen-Qing Chen, Krzysztof Burdzy

Publication date: 4 May 2005

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2005__41_2_197_0

zbMATH Keywords

local timeSkorokhod equationweak uniquenessLipschitz domainstrong existencePathwise uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Related Items (13)

Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition ⋮ The heat equation and reflected Brownian motion in time-dependent domains. ⋮ Stationary distributions for diffusions with inert drift ⋮ Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift ⋮ Probabilistic solution of the general Robin boundary value problem on arbitrary domains ⋮ Simulation of reflected Brownian motion on two dimensional wedges ⋮ Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients ⋮ Archimedes' principle for Brownian liquid ⋮ Pathwise uniqueness for a degenerate stochastic differential equation ⋮ Gradient estimate on convex domains and applications ⋮ Skew Brownian diffusions across Koch interfaces ⋮ On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains ⋮ Traps for reflected Brownian motion

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