A lip domain is a Lipschitz domain where the Lipschitz constant is strictly less than one. We prove strong existence and pathwise uniqueness for the solution X = {X [subscript] t, t [is less than or equal to] 0} to the Skorokhod equation dX [subscript] t = dW [subscript] t + n(X [subscript] t)dL [subscript] t, in planar lip domains, where W = {W [subscript] t, t [is greater than or equal to] 0} is a Brownian motion, n is the inward pointing unit normal vector, and L = {L [subscript] t, t [is greater than or equal to] 0} is a local time on the boundary which satisfies some additional regularity conditions. Counterexamples are given for some Lipschitz (but not lip) three dimensional domains.Research partially supported by NSF grants DMS-024...
For every bounded planar domain D with a smooth boundary, we define a "Lyapunov exponent" [Lambda](D...
Let Ω be a domain in View the MathML source and View the MathML source a quadratic form on L2(Ω) wi...
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We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, the...
We consider a pair of reflected Brownian motions in a Lipschitz planar domain starting from differen...
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Let (Dn, vn) n = 1, 2, ... be smooth domains and smooth reflection vector fields on [not partial dif...
We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness of t...
Abstract. Suppose that D ⊂ Rn, n ≥ 2, is a Lipschitz domain and let Nt(r) be the number of excursion...
AbstractWe consider the Skorokhod problem in a time-varying interval. We prove existence and uniquen...
21 p.International audienceIn this paper, we first review the penalization method for solving determ...
Stochastic variational inequalities provide a unified treatment for stochastic differential equation...
The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving bo...
Abstract. The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic...
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochas...
For every bounded planar domain D with a smooth boundary, we define a "Lyapunov exponent" [Lambda](D...
Let Ω be a domain in View the MathML source and View the MathML source a quadratic form on L2(Ω) wi...
AbstractWe consider the ordinary stochastic differential equation dX=−cXdt+2(1−|X|2)dB on the closed...
We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, the...
We consider a pair of reflected Brownian motions in a Lipschitz planar domain starting from differen...
AbstractLet (Dn, vn) n = 1, 2, … be smooth domains and smooth reflection vector fields on ∂Dn approx...
Let (Dn, vn) n = 1, 2, ... be smooth domains and smooth reflection vector fields on [not partial dif...
We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness of t...
Abstract. Suppose that D ⊂ Rn, n ≥ 2, is a Lipschitz domain and let Nt(r) be the number of excursion...
AbstractWe consider the Skorokhod problem in a time-varying interval. We prove existence and uniquen...
21 p.International audienceIn this paper, we first review the penalization method for solving determ...
Stochastic variational inequalities provide a unified treatment for stochastic differential equation...
The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving bo...
Abstract. The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic...
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochas...
For every bounded planar domain D with a smooth boundary, we define a "Lyapunov exponent" [Lambda](D...
Let Ω be a domain in View the MathML source and View the MathML source a quadratic form on L2(Ω) wi...
AbstractWe consider the ordinary stochastic differential equation dX=−cXdt+2(1−|X|2)dB on the closed...