A note on integral representations of the Skorokhod map
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Publication:2804432
DOI10.1017/JPR.2015.25zbMATH Open1351.60042OpenAlexW2295373280MaRDI QIDQ2804432FDOQ2804432
Patrick Buckingham, Brian Fralix, Offer Kella
Publication date: 29 April 2016
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1457470575
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Cites Work
- Stochastic differential equations with reflecting boundary condition in convex regions
- Title not available (Why is that?)
- Title not available (Why is that?)
- An explicit formula for the Skorokhod map on \([0,a]\)
- Structural properties of reflected Lévy processes
- Double Skorokhod Map and Reneging Real-Time Queues
- Skorohod-Loynes characterizations of queueing, fluid, and inventory processes
- Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues
- On the dynamics and performance of stochastic fluid systems
- Integral representation of Skorokhod reflection
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