Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains

2005/10/21 by Richard F. Bass, Krzysztof Burdzy, Bass, Richard F. +1
Computer Science · Economics, Econometrics and Finance · Engineering · Mathematics · #60H10 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #math.PR #msc:60H10

paper · pdf · doi:10.48550/arxiv.math/0510473

arxiv created 2005/10/21 · openalex publication_date 2005/10/21 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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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