Integral representation of Skorokhod reflection

DOI10.1090/S0002-9939-2011-10811-6zbMath1221.60048arXiv1003.5638MaRDI QIDQ3005634

Takis Konstantopoulos, Venkat Anantharam

Publication date: 9 June 2011

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.5638

zbMATH Keywords

integral representationstorage systemsSkorokhod reflectionsample path properties

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Inventory, storage, reservoirs (90B05) Sample path properties (60G17) Nonlinear integral equations (45G99)

Related Items (3)

On the Generalized Drift Skorokhod Problem in One Dimension ⋮ A note on integral representations of the Skorokhod map ⋮ Lévy Processes with Two-Sided Reflection

Cites Work

• 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
• Regulating functions on partially ordered sets
• Stochastic-Process Limits
• Analysis of stochastic fluid queues driven by local-time processes
• On the dynamics and performance of stochastic fluid systems
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