An explicit representation of the extended Skorokhod map with two time-dependent boundaries

DOI10.1155/2010/846320zbMath1206.60040OpenAlexW1972515188WikidataQ58652722 ScholiaQ58652722MaRDI QIDQ609726

Marek Slaby

Publication date: 1 December 2010

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227338

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17) Foundations of stochastic processes (60G05)

Related Items

Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata

Cites Work

• The Skorokhod problem in a time-dependent interval
• Stochastic differential equations with reflecting boundary condition in convex regions
• Reflexion discontinue et systèmes stochastiques
• An explicit formula for the Skorokhod map on \([0,a\)]
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