A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions
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Publication:4845475
DOI10.1080/17442509408833905zbMath0828.60067MaRDI QIDQ4845475
Publication date: 12 December 1995
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833905
Skorokhod problem; maximal functions; solution mapping; reflected Brownian motion; variational distance; Harrison-Reiman problem
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- Open Queueing Networks in Heavy Traffic
- Stochastic differential equations with reflecting boundary conditions
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- Weak convergence of probability measures and random functions in the function space D[0,∞)
