On pathwise uniqueness for reflecting Brownian motion in $C^{1+γ}$ domains

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Pathwise uniqueness holds for the Skorokhod stochastic differential equation in $C^{1+γ}$ domains in $\mathbb{R}^d$ for $γ>1/2$ and $d\geq3$.
Published in at http://dx.doi.org/10.1214/08-AOP390 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Probability, 60J65 (Primary) 60H10 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/216409

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0706.1993
 http://arxiv.org/abs/0706.1993
 Annals of Probability 2008, Vol. 36, No. 6, 2311-2331
 doi:10.1214/08-AOP390

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arXiv