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Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
reecting Brownian motion
2009/4/22
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.
Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
Brownian motion Lipschitz domains
2009/4/2
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.