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arXiv · 1003.5638

Integral representation of Skorokhod reflection

Venkat Anantharam·Takis Konstantopoulos
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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.

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Venkat Anantharam, Takis Konstantopoulos. 2010-03-29. Integral representation of Skorokhod reflection. https://arxiv.org/abs/1003.5638

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