A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions (Q4845475)
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scientific article; zbMATH DE number 795635
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| English | A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions |
scientific article; zbMATH DE number 795635 |
Statements
A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions (English)
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12 December 1995
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Skorokhod problem
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maximal functions
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variational distance
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solution mapping
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Harrison-Reiman problem
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reflected Brownian motion
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0.7753148078918457
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0.7713886499404907
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0.7709178328514099
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