Summary
In this paper we prove that there exists a unique solution of the Skorohod equation for a domain inR d with a reflecting boundary condition. We remove the admissibility condition of the domain which is assumed in the work [4] of Lions and Sznitman. We first consider a deterministic case and then discuss a stochastic case.
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Saisho, Y. Stochastic differential equations for multi-dimensional domain with reflecting boundary. Probab. Th. Rel. Fields 74, 455–477 (1987). https://doi.org/10.1007/BF00699100
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DOI: https://doi.org/10.1007/BF00699100