On pathwise uniqueness for reflecting Brownian motion in $C^{1+\gamma }$ domains

Abstract

Pathwise uniqueness holds for the Skorokhod stochastic differential equation in $C^{1+\gamma }$ domains in ${\mathbb{R}}^d$ for $\gamma >1/2$ and $d\ge 3$.

Published in at http://dx.doi.org/10.1214/08-AOP390 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)