We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.

For Brownian motion in an unbounded domain we study the influence of the "far away" behavior of the domain on the probability that the modulus of the Brownian motion is large when it exits the domain. Roughly speaking, if the…

Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component processes of the coupling staying at least…