ON PATHWISE UNIQUENESS FOR REFLECTING BROWNIAN MOTION IN C1+γ DOMAINS

• 成果类型: Article
• 署名作者: Bass, Richard F.; Burdzy, Krzysztof
• 署名单位: University of Connecticut; University of Washington; University of Washington Seattle
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/08-AOP390
• 发表日期: 2008
• 页码: 2311-2331
• 关键词: equations

摘要

Pathwise uniqueness holds for the Skorokhod stochastic differential equation in C1+gamma domains in R-d for gamma > 1/2 and d >= 3.