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Uniqueness for diffusions degenerating at the boundary of a smooth bounded set. (English) Zbl 1071.60043
The pathwie uniqueness is proved for a class of stochastic differential equations degenerating on the boundary of a smooth domain. In particular, an earlier reult of J. M. Swart [Stochastic Processes Appl. 98, No. 1, 131–149 (2002; Zbl 1058.60047)] is extended and improved.

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60 Diffusion processes
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