Pathwise uniqueness for reflecting Brownian motion in Euclidean domains

被引：0

作者：

Richard F. Bass

Elton P. Hsu

机构：

[1] Department of Mathematics,

[2] University of Connecticut,undefined

[3] 196 Auditorium Road,undefined

[4] Storrs,undefined

[5] CT 06269-3009,undefined

[6] USA. e-mail:bass@math.uconn.edu,undefined

[7] Department of Mathematics,undefined

[8] Northwestern University,undefined

[9] Evanston,undefined

[10] IL 60208,undefined

[11] USA. e-mail:elton@math.nwu.edu,undefined

来源：

Probability Theory and Related Fields | 2000年 / 117卷

关键词：

Brownian Motion; Strong Solution; Strong Uniqueness; Weak Uniqueness; Euclidean Domain;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

For a bounded C1,α domain in ℝd we show that there exists a strong solution to the multidimensional Skorokhod equation and that weak uniqueness holds for this equation. These results imply that pathwise uniqueness and strong uniqueness hold for the Skorokhod equation.

引用

页码：183 / 200

页数：17

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