On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains

DOI10.1214/08-AOP390zbMath1167.60020arXiv0706.1993OpenAlexW3099655308MaRDI QIDQ2519684

Richard F. Bass, Krzysztof Burdzy

Publication date: 27 January 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.1993

zbMATH Keywords

strong solutionslocal timeharmonic functionsreflecting Brownian motionpathwise uniqueness

Mathematics Subject Classification ID

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

Related Items (4)

Reaction-diffusion on metric graphs: from 3D to 1D ⋮ Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift ⋮ Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains ⋮ Archimedes' principle for Brownian liquid

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On isolated singularities of solutions of second order elliptic differential equations
• Hölder continuity of the gradient of solutions of uniformly parabolic equations with conormal boundary conditions
• Pathwise uniqueness for reflecting Brownian motion in Euclidean domains
• Uniqueness for reflecting Brownian motion in Lip domains
• Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
• Diffusions and Elliptic Operators

This page was built for publication: On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains