The Skorokhod problem in a time-dependent interval
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Publication:1004400
DOI10.1016/j.spa.2008.03.001zbMath1186.60035arXiv0712.2863OpenAlexW2061825652MaRDI QIDQ1004400
Kavita Ramanan, Krzysztof Burdzy, Weining Kang
Publication date: 10 March 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.2863
Skorokhod problemreflected Brownian motionsemimartingale propertySkorokhod mapspace-time Brownian motion
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