On pathwise uniqueness for reflecting Brownian motion in C domains

نویسنده

  • Richard F. Bass
چکیده

Pathwise uniqueness holds for the Skorokhod stochastic differential equation in C1+γ-domains in Rd for γ > 1/2 and d ≥ 3.

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Ju n 20 07 On pathwise uniqueness for reflecting Brownian motion in C 1 + γ domains ∗ Richard F . Bass and Krzysztof Burdzy

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تاریخ انتشار 2000