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 Electronic Communications in Probability > Vol. 11 (2006) > Paper 18 open journal systems 


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.


Full text: PDF

Pages: 178-181

Published on: August 30, 2006
Bibliography
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Electronic Communications in Probability. ISSN: 1083-589X