On reflection with two-sided jumps (Q2664523)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On reflection with two-sided jumps |
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On reflection with two-sided jumps (English)
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17 November 2021
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The authors study a Skorokhod problem with jumps, reflected in the half line \(\mathbb R_+\) and associated to a right limited and left limited function. Existence and uniqueness of solutions is discussed. The findings are applied to reflected stochastic differential equations driven by optional semimartingales.
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Skorokhod problem
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reflection
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optional semimartingales
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reflecting stochastic differential equations
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solvability
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