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Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains
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Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains
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math.PR
keywords
lipschitzbrownianmotionpathwisereflectinguniquenessconstantdimensional
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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.
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