A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant
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Publication:2757650
DOI10.1287/MOOR.25.3.509.12215zbMath1073.91610OpenAlexW1994430790MaRDI QIDQ2757650
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Publication date: 26 November 2001
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.25.3.509.12215
maximal functionBrownian motionspectral radiusrecurrenceminimalityLévy processpositive recurrencefeasibilityvariational distancecontraction mapLeontief inversedeterministic/stochastic Skorokhod equation
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