| Título: | Uniqueness for the Skorokhod Equation with Normal Reflection in Lipschitz Domains |
| Autores: | Bass, Richard F.; University of Washington |
| Fecha: | 1996-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics Lipschitz domains, Neumann problem, reflecting Brownian motion, mixed boundary problem, Skorokhod equation, weak uniqueness, uniqueness in law, submartingale problem Primary 60J60, Secondary 60J50 |
| Descripción: | We consider the Skorokhod equation $$dX_t=dW_t+(1/2)\nu(X_t), dL_t$$ in a domain $D$, where $W_t$ is Brownian motion in $R^d$, $\nu$ is the inward pointing normal vector on the boundary of $D$, and $L_t$ is the local time on the boundary. The solution to this equation is reflecting Brownian motion in $D$. In this paper we show that in Lipschitz domains the solution to the Skorokhod equation is unique in law. |
| Idioma: | Inglés |
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