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math.PR2024
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…
math.PR2024★ 1 cited
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…
math.PR2010★ 4 cited
Non-uniqueness for non-negative solutions of parabolic stochastic partial differential equations
K. Burdzy, C. Mueller, E. A. Perkins
Pathwise non-uniqueness is established for non-negative solutions of the parabolic stochastic pde where $\dot…