On the tails of the supremum and the quadratic variation of strictly local martingales
On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions
On unique extension of time changed reflecting brownian motions
Let D be an unbounded domain in ℝd with d≥3. We show that if D contains an unbounded uniform domain, then the symmetric reflecting brownian motion (RBM) on ̅D is transient. Next assume that RBM X on ̅D is transient and let Y be its time change by Revuz measure 1D(x)m(x) dx for a strictly positive continuous integrable function m on ̅D. We further show that if there is some r>0 so that D∖̅B̅(̅0̅,̅ ̅r̅) is an unbounded uniform domain, then Y admits one and only one symmetric diffusion that...
On uniqueness of a solution of with given trace.
One-dimensional diffusion in an asymmetric random environment
One-dimensional diffusions and their exit spaces.
Optimal stopping and impulsive control of one-dimensional diffusion processes