Pith. sign in

REVIEW

On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers

Not yet reviewed by Pith; the record is open.

Re-run · record.json Download PDF Read on arXiv ↗

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1902.05838 v2 pith:LAWC2UPN submitted 2019-02-15 math.PR

Rachid Belfadli , Imane Jarni , Youssef Ouknine This is my paper · ORCID
classification math.PR
keywords barriersrcllcompletelyexistenceproblemproveseparatedskorokhod
verification ladder T0 review T1 audit T2 compute T3 formal

Signed reviews

No signed human review yet.

0 comments
read the original abstract

In this paper we deal with Skorokhod problem for right continuous left limited (rcll) barriers. We prove existence and uniqueness of the solution when the barriers are only supposed to be rcll and completely separated. Then, we apply our results to prove existence and uniqueness of the solution of a reflected stochastic differential equation (SDE).

Discussion (0). Continue with ORCID to comment.

Pith tools