Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains

Details Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains

2005-10-21

arxiv.org/abs/math/0510473v1

Mathematics

Probability

Scientific paper

We 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.

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