scientific article

zbMath1205.60071MaRDI QIDQ3583834

Marek Slaby

Publication date: 18 August 2010

Full work available at URL: http://www.math.uni.wroc.pl/~pms/files/30.1/Abstract/30.1.2.abs.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Skorokhod problemSkorokhod mapreflection mapdouble reflection map

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Brownian motion (60J65) Inventory, storage, reservoirs (90B05) Diffusion processes (60J60) Sample path properties (60G17) Foundations of stochastic processes (60G05)

Related Items (2)

An explicit representation of the extended Skorokhod map with two time-dependent boundaries ⋮ Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata

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