Integral representation of Skorokhod reflection
Probability
2010-03-30 v1
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.
Cite
@article{arxiv.1003.5638,
title = {Integral representation of Skorokhod reflection},
author = {Venkat Anantharam and Takis Konstantopoulos},
journal= {arXiv preprint arXiv:1003.5638},
year = {2010}
}
Comments
11 pages