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Keywords: Key words: Lipschitz domains, Neumann problem, reflecting Brownian motion, mixed boundary problem, Skorokhod equation, weak uniqueness, uniqueness in law,
Tevzadze , A Semimartingale Bellman equation and the variance- optimal martingale measure, Georgian Math. Tevzadze , A Semimartingale backward equation related to the p
Given a martingale sequence (fn) (possibly vector valued), there is a martingale (gn) on the probability space [0, 1] N , with respect to the filtration L n, the minimal sigma field
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
Remark 2.9. Condition 2.7 is a version of the assumptions in [14], Chapter III, where strong existence and uniqueness results for unconstrained jump-diffusion processes are
As it is well known, in the deterministic case, global existence of weak (in the PDE sense) solutions and uniqueness of strong solutions hold for the Navier-Stokes equations.. In
Corollary 4.4 of the present paper (specialised to the case J = 2) establishes strong uniqueness and existence of associated reflected diffusions (with drift and diffusion
The key point is to exploit the strong parallel between the new technique introduced by Bass and Perkins [2] to prove uniqueness of the martingale problem in the framework
