Reflected Brownian motion in Lipschitz domains with oblique reflection

Abstract

Let (Dn, vn) n = 1, 2, ... be smooth domains and smooth reflection vector fields on [not partial differential]Dn approximating (D, v), a Lipschitz domain in and a given reflection on [not partial differential]D which points uniformly into D. Under the condition that locally for some coordinate system, viReflected Brownian motion Lipschitz domain Oblique reflection