Convex duality and the Skorokhod problem. I
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Publication:1963835
DOI10.1007/S004400050269zbMath0944.60061OpenAlexW4242344947MaRDI QIDQ1963835
Publication date: 13 September 2000
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050269
Skorokhod problemLipschitz continuityconvex polyhedronconvex dualityconstrained deterministic and stochastic processes
(n)-dimensional polytopes (52B11) Queueing theory (aspects of probability theory) (60K25) Ordinary differential inclusions (34A60) Stochastic processes (60G99)
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