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arXiv:0706.1993 [math.PR]AbstractReferencesReviewsResources

On pathwise uniqueness for reflecting Brownian motion in $C^{1+γ}$ domains

Richard F. Bass, Krzysztof Burdzy

Published 2007-06-13, updated 2009-01-20Version 2

Pathwise uniqueness holds for the Skorokhod stochastic differential equation in $C^{1+\gamma}$ domains in $\mathbb{R}^d$ for $\gamma >1/2$ and $d\geq3$.

Comments: Published in at http://dx.doi.org/10.1214/08-AOP390 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2008, Vol. 36, No. 6, 2311-2331
Categories: math.PR
Subjects: 60J65, 60H10
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