Anantharam, Venkat and Konstantopoulos, Takis
(2010)
Integral representation of Skorokhod reflection.
Proceedings of the American Mathematical Society.
Text
1003.5638v1.pdf - Submitted version Download (144kB) |
Abstract
We show that a certain integral representation of the one-sided Skorokhod reflection of a continuous bounded variation function characterizes the reflection in that it possesses a unique maximal solution which solves the Skorokhod reflection problem.
Item Type: | Article |
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Additional Information: | 11 pages |
Uncontrolled Keywords: | math.PR, math.PR, 60G17 |
Depositing User: | Symplectic Admin |
Date Deposited: | 07 Mar 2019 10:05 |
Last Modified: | 19 Jan 2023 00:57 |
Related URLs: | |
URI: | https://livrepository.liverpool.ac.uk/id/eprint/3033885 |
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