Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains

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dc.creatorBass, Richard F.
dc.creatorBurdzy, Krzysztof
dc.date2005-10-21
dc.date.accessioned2026-07-07T06:47:47Z
dc.date.available2026-07-07T06:47:47Z
dc.descriptionWe give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.
dc.identifierhttps://arxiv.org/abs/math/0510473
dc.identifierhttp://arxiv.org/abs/math/0510473
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/103769
dc.subjectProbability
dc.subject60H10
dc.titlePathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains
dc.typetext

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