Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains
Richard F. BassKrzysztof Burdzy
所有作者
Richard F. BassKrzysztof Burdzy
文献摘要
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.