Integral representation of Skorokhod reflection
classification
🧮 math.PR
keywords
reflectionskorokhodintegralrepresentationboundedcertaincharacterizescontinuous
read the original 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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