Integral representation of Skorokhod reflection



Anantharam, Venkat and Konstantopoulos, Takis
Integral representation of Skorokhod reflection.

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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
Additional Information: 11 pages
Uncontrolled Keywords: math.PR, math.PR, 60G17
Depositing User: Symplectic Admin
Date Deposited: 07 Mar 2019 10:05
Last Modified: 12 Nov 2019 16:16
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URI: http://livrepository.liverpool.ac.uk/id/eprint/3033885
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