Multifunction Estimation in a Time-Discretized Skorokhod Reflection Problem
Statistics Theory
2025-01-28 v3 Statistics Theory
Abstract
This paper deals with a consistent estimator of the multifunction involved in a time-discretized Skorokhod reflection problem defined by a stochastic differential equation and a Moreau sweeping process.
Cite
@article{arxiv.2407.05011,
title = {Multifunction Estimation in a Time-Discretized Skorokhod Reflection Problem},
author = {Nicolas Marie},
journal= {arXiv preprint arXiv:2407.05011},
year = {2025}
}
Comments
11 pages