On the Generalized Drift Skorokhod Problem in One Dimension (Q4918558): Difference between revisions

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+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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+Integral representation of Skorokhod reflection
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+The Skorokhod problem in a time-dependent interval
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+A duality relation for entrance and exit laws for Markov processes
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+On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
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+On the time-dependent moments of Markovian queues with reneging
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+Reflected Brownian motion on an orthant
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+An explicit formula for the Skorokhod map on \([0,a]\)
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+Double Skorokhod Map and Reneging Real-Time Queues
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+Q3923359
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+Reflected diffusions defined via the extended Skorokhod map
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+Continuous-time monotone stochastic recursions and duality
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+Simulation run lengths to estimate blocking probabilities
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+Stochastic differential equations with reflecting boundary condition in convex regions
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+A diffusion approximation for a Markovian queue with reneging
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+Properties of the reflected Ornstein-Uhlenbeck process
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+A diffusion approximation for a GI/GI/1 queue with balking or reneging
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+Improving Service by Informing Customers About Anticipated Delays
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+On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary
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