{"entities":{"Q1004276":{"pageid":1006124,"ns":120,"title":"Item:Q1004276","lastrevid":69402000,"modified":"2026-04-13T06:45:45Z","type":"item","id":"Q1004276","labels":{"en":{"language":"en","value":"Unfolding the Skorohod reflection of a semimartingale"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5522235"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1004276$C68875DA-1F19-42F6-B159-517283A6B6A3","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a36b0f5c596d8b8d5eedbcb17e5d78d7bfbce5fc","datavalue":{"value":{"text":"Unfolding the Skorohod reflection of a semimartingale","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1004276$59FAA3BE-964D-4400-A237-25088A0FDD5B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"dc56bad92eb13b7a1dad660e00ce917cd5378c7f","datavalue":{"value":"1172.60012","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1004276$B2E1AA88-93DB-4D5A-8804-DCB484A478E3","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b3e0543f283b67fcbeabd8971debcf84f02f0dfd","datavalue":{"value":{"entity-type":"item","numeric-id":373568,"id":"Q373568"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1004276$D80F24F2-DF38-4BDC-9B92-3F1A654C82BA","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1004276$1EFB5A32-D586-4CE6-8999-B8D3B47C652E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5283b5da341717bddcc5514d88caea6acf73b725","datavalue":{"value":{"time":"+2009-03-02T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1004276$C09C93E9-EA2D-416E-A971-8766E768663A","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"f9f2403cb8ae15e2aef2c5b2bef6697496156041","datavalue":{"value":"Let\\(\\;(U_{t})_{t\\geq 0}\\) be a continuous semimartingale with \\(U_{0}=0,\\) and \\( Y_{t}=U_{t}+\\sup_{s\\leq t}(-U_{s}),\\;t\\geq 0\\), the Skorohod reflection of \\(U\\). It is proved that on a suitable probability space there exists a continuous semimartingale \\((Y_{t}^{\\prime })_{t\\geq 0}\\;\\)such\\ that \\(\\left| Y_{t}^{\\prime }\\right| =Y_{t}\\) and \\(dY_{t}^{\\prime }=\\;\\)sgn\\( \\;(Y_{t}^{\\prime })dU_{t},\\;t\\geq 0\\), This generalizes the well-known fact that the Skorohod reflection of a Wiener process is the absolute value of another Wiener process with finer filtration.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1004276$EB68F4EB-EC99-4B75-AFE6-40C5DA6D6675","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"9f4adc6bba4f31348f4d496da1bf56a1a5085f1a","datavalue":{"value":{"entity-type":"item","numeric-id":586110,"id":"Q586110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1004276$3C2BEF73-D966-44B2-AB93-2333856DEF71","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"88c8d0405ee76c2940780cfb4e0febabc9eae933","datavalue":{"value":"60G48","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1004276$A316C0AD-3A90-4F04-9859-0DBBA7F1C602","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b27a9dd329983c5b25a374d752bed299934c73d","datavalue":{"value":"60J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1004276$18C3C58C-8BD0-4291-B0B5-49461A282F91","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6e0c415d170dad2f97c2c119f01cfae9fb99ae4b","datavalue":{"value":"5522235","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1004276$ED0C4A60-D895-49EE-BF8C-D902DAA981A0","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4993e36a2879c2ef1b7fe09170f32de2d59c6748","datavalue":{"value":"semimartingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q1004276$8060B6EC-1AD3-4E30-AB2B-15633BAAF477","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1605c1a61c22d291944c0833830a585f84ae80e6","datavalue":{"value":"Wiener process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1004276$A87291A3-07D2-4DC7-ADB3-E5EB078EA00E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f8394e8c83e70647d08b955ed05ae44066bb8325","datavalue":{"value":"Skorohod reflection","type":"string"},"datatype":"string"},"type":"statement","id":"Q1004276$51CCB6CD-8AE4-49B6-A517-3ECDF1A70F75","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1004276$0F5F042F-A0B2-4C13-80C4-835DB41BDED3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b2d6e4105d9e2ecf03171e6973727b68f3ba7889","datavalue":{"value":"https://doi.org/10.1016/j.spl.2008.09.029","type":"string"},"datatype":"url"},"type":"statement","id":"Q1004276$48A6945E-BCEE-4BE2-9685-C3775C90EF99","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"1f291e0c695bcdf2bcb9d7f558264b7750662dfb","datavalue":{"value":"W2046595289","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1004276$1B025EA4-8E71-4768-A2F2-890DA50D76FA","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"71ca408c93c7c4f46839ebd89ae1e7e32b51b47b","datavalue":{"value":{"entity-type":"item","numeric-id":4303982,"id":"Q4303982"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1004276$D187C928-5A26-4303-93AB-6861C4233257","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6adc0e519fd159acb567aac8fa98d67f745ada6e","datavalue":{"value":"10.1016/J.SPL.2008.09.029","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1004276$01FE99C8-7519-4FCF-B4DB-8956499F494A","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bb714b3ba8987f8f1e9e3f1aeb5e4aabd20a3ace","datavalue":{"value":{"entity-type":"item","numeric-id":4385798,"id":"Q4385798"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9606b9f47b72553e26ffbb026b9baed44ac8db39","datavalue":{"value":{"amount":"+0.8891056776046753","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1004276$D5470276-9FB5-49F3-9478-912DFD6085FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"031a7b84c154224301cf0c2835e06ac89c62704c","datavalue":{"value":{"entity-type":"item","numeric-id":3005634,"id":"Q3005634"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"44935f456f6a3b46f7de1ed6c3f85cf9a9df369a","datavalue":{"value":{"amount":"+0.8885671496391296","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1004276$0F402B2E-D2E5-4DC4-8C7D-5F3BB04FF056","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2b735789c1a6e3264d6ddca67b3bc03da9ed14af","datavalue":{"value":{"entity-type":"item","numeric-id":5374167,"id":"Q5374167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"585d2d19117a773867ae99c662cedb20c2d0c2ee","datavalue":{"value":{"amount":"+0.8442018032073975","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1004276$F9CE34CB-539B-42A5-87A4-45ADD8EAA83E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aec12171447f33181aa35c56b9530b95b58549cf","datavalue":{"value":{"entity-type":"item","numeric-id":3793445,"id":"Q3793445"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1fa03f6e3c2320059dd5bc895eebc3639e4de9a5","datavalue":{"value":{"amount":"+0.8162841796875","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1004276$91D22190-C20B-44D4-B656-BFE266C9674F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c8f7cf831b1ef2863f8b9e41bea58d9cbb76d951","datavalue":{"value":{"entity-type":"item","numeric-id":2854074,"id":"Q2854074"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"993fa7297143ef525cf7d36060446a929845eaf3","datavalue":{"value":{"amount":"+0.8069760799407959","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1004276$CA026E94-A834-42FA-BE17-53A2491C79C5","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Unfolding the Skorohod reflection of a semimartingale","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Unfolding_the_Skorohod_reflection_of_a_semimartingale"}}}}}