Institut Mittag-Leffler The Royal Swedish Academy of Sciences

Reports Institut Mittag-Leffler
ISSN: 1103-467X
ISRN: IML-R

Uniqueness for Reflecting Brownian Motion in Lip Domains
Source file as Postscript Document Portable Document Format

Preprint series: Probability and Conformal Mappings - 2001/2002, No. 10

MSC 2000

60H10 Stochastic ordinary differential equations

60J65 Brownian motion

Keywords: Reflecting Brownian motion, Skorokhod equation, local time, Lipschitz domain, lip domain, weak uniqueness, strong existence, pathwise uniqueness