A note on integral representations of the Skorokhod map
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Cites work
- scientific article; zbMATH DE number 1460450 (Why is no real title available?)
- scientific article; zbMATH DE number 3443893 (Why is no real title available?)
- An explicit formula for the Skorokhod map on \([0,a]\)
- Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues
- Double Skorokhod Map and Reneging Real-Time Queues
- Integral representation of Skorokhod reflection
- On the dynamics and performance of stochastic fluid systems
- Skorohod-Loynes characterizations of queueing, fluid, and inventory processes
- Stochastic differential equations with reflecting boundary condition in convex regions
- Structural properties of reflected Lévy processes
Cited in
(6)- Reflecting thoughts
- An explicit formula for the Skorokhod map on \([0,a]\)
- An explicit representation of the extended Skorokhod map with two time-dependent boundaries
- Integral representation of Skorokhod reflection
- Lévy processes with two-sided reflection
- Explicit representation of the Skorokhod map with time dependent boundaries
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