×

Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains. (English) Zbl 1110.60075

Summary: 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.

MSC:

60J65 Brownian motion
PDF BibTeX XML Cite
Full Text: DOI arXiv EuDML