Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains

Richard F. Bass (University of Connecticut)
Krzysztof Burdzy (University of Washington)

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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Pages: 178-181

Publication Date: August 30, 2006

DOI: 10.1214/ECP.v11-1213

References

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