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arxiv: 0706.1993 · v2 · submitted 2007-06-13 · 🧮 math.PR

On pathwise uniqueness for reflecting Brownian motion in C^(1+γ) domains

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keywords gammadomainspathwiseuniquenessbrowniandifferentialequationgeq3
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Pathwise uniqueness holds for the Skorokhod stochastic differential equation in $C^{1+\gamma}$ domains in $\mathbb{R}^d$ for $\gamma >1/2$ and $d\geq3$.

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