105 citations · 136 across the 6 of their papers we have counts for
6 papers
Uniqueness for the Skorokhod problem in an orthant: critical cases
Richard F. Bass, Krzysztof Burdzy
Consider the Skorokhod problem in the closed non-negative orthant: find a solution to \[ g(t)= f(t)+ Rm(t),\] where is a given continuous vector-valued function w…
Two results from Mandelbaum's paper: "The dynamic complementarity problem"
Richard Bass
A draft of a paper by Mandelbaum, "The dynamic complementarity problem", was circulated in 1987, but has never been published. We give an exposition of two important results from t…
Pathwise non-uniqueness for Brownian motion in a quadrant with oblique reflection
Richard F. Bass, Krzysztof Burdzy
Consider the Skorokhod equation in the closed first quadrant: \[ X_t=x_0+ B_t+\int_0^t{\bf v}(X_s)\, dL_s,\] where is standard 2-dimensional Brownian motion, takes valu…
On the Robin problem in fractal domains
Richard Bass, Krzysztof Burdzy, Zhen-Qing Chen
We study the solution to the Robin boundary problem for the Laplacian in a Euclidean domain. We present some families of fractal domains where the infimum of the solution is greate…
Stochastic differential equations with jumps
Richard F. Bass
This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.
The supremum of Brownian local times on Holder curves
Richard Bass, Krzysztof Burdzy
For , we consider , the local time of space-time Brownian motion on the curve . Let $\sS_\al$ be the class of all functions whose Hölder norm of order $\a…