Integral representation of Skorokhod reflection - Mathematics > ProbabilityReportar como inadecuado




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Abstract: We show that a certain integral representation of the one-sided Skorokhodreflection of a continuous bounded variation function characterizes thereflection in that it possesses a unique maximal solution which solves theSkorokhod reflection problem.



Autor: Venkat Anantharam, Takis Konstantopoulos

Fuente: https://arxiv.org/







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