A note on integral representations of the Skorokhod map

DOI10.1017/JPR.2015.25zbMath1351.60042OpenAlexW2295373280MaRDI QIDQ2804432

Patrick Buckingham, Brian H. Fralix, Offer Kella

Publication date: 29 April 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1457470575

zbMATH Keywords

reflectionintegral representationregulator mapSkorokhod map

Mathematics Subject Classification ID

Sample path properties (60G17) Nonlinear integral equations (45G99)

Related Items (1)

Lévy Processes with Two-Sided Reflection

Cites Work

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• Stochastic differential equations with reflecting boundary condition in convex regions
• Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues
• Structural properties of reflected Lévy processes
• An explicit formula for the Skorokhod map on \([0,a\)]
• Integral representation of Skorokhod reflection
• Double Skorokhod Map and Reneging Real-Time Queues
• On the dynamics and performance of stochastic fluid systems
• Skorohod-Loynes characterizations of queueing, fluid, and inventory processes

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