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arXiv · 0706.1993

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

Richard F. Bass·Krzysztof Burdzy
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Abstract

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

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BibTeXRIS

Richard F. Bass, Krzysztof Burdzy. 2009-01-20. On pathwise uniqueness for reflecting Brownian motion in $C^{1+γ}$ domains. https://doi.org/10.1214/08-aop390

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