Pages that link to "Item:Q1004400"

The following pages link to The Skorokhod problem in a time-dependent interval (Q1004400):

Displaying 39 items.

• Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
• Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (Q386345) (← links)
• Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
• Three examples of Brownian flows on \(\mathbb{R}\) (Q479715) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• An explicit representation of the extended Skorokhod map with two time-dependent boundaries (Q609726) (← links)
• Convergence of a queueing system in heavy traffic with general patience-time distributions (Q719770) (← links)
• A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
• A Dirichlet process characterization of a class of reflected diffusions (Q984443) (← links)
• Stochastic differential equations with jump reflection at time-dependent barriers (Q988679) (← links)
• Law of large numbers for the many-server earliest-deadline-first queue (Q1635901) (← links)
• On directional derivatives of Skorokhod maps in convex polyhedral domains (Q1650088) (← links)
• Existence and uniqueness of reflecting diffusions in cusps (Q1990215) (← links)
• Perturbed GUE minor process and Warren's process with drifts (Q2016526) (← links)
• Local times and Tanaka-Meyer formulae for càdlàg paths (Q2042797) (← links)
• Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata (Q2046687) (← links)
• Backward stochastic differential equations with mean reflection and two constraints (Q2123434) (← links)
• Degenerate competing three-particle systems (Q2137057) (← links)
• On an ergodic two-sided singular control problem (Q2156349) (← links)
• Mean reflected stochastic differential equations with two constraints (Q2238888) (← links)
• Càdlàg rough differential equations with reflecting barriers (Q2239254) (← links)
• Limits of multilevel TASEP and similar processes (Q2261590) (← links)
• SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (Q2408995) (← links)
• Stochastic and partial differential equations on non-smooth time-dependent domains (Q2419966) (← links)
• Characterization of stationary distributions of reflected diffusions (Q2511552) (← links)
• SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
• Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains (Q2804008) (← links)
• Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315) (← links)
• Fluid Limits of <i>G</i>/<i>G</i>/1+<i>G</i> Queues Under the Nonpreemptive Earliest-Deadline-First Discipline (Q3449454) (← links)
• Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
• Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems (Q4634648) (← links)
• On the Generalized Drift Skorokhod Problem in One Dimension (Q4918558) (← links)
• Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations (Q5086439) (← links)
• Interlacing Diffusions (Q5126531) (← links)
• The play operator, the truncated variation and the generalisation of the Jordan decomposition (Q5178132) (← links)
• Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413) (← links)
• Fluid Limits for Many-Server Systems with Reneging Under a Priority Policy (Q5244862) (← links)
• Stochastic differential equations with time-dependent reflecting barriers (Q5411893) (← links)
• Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)