On lipschitz continuity of the solution mapping to the skorokhod problem, with applications

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Cited in

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Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
Long time asymptotics for constrained diffusions in polyhedral domains
Convex duality and the Skorokhod problem. I
Large deviations and queueing networks: Methods for rate function identification
Lipschitz continuity of polyhedral Skorokhod maps
Stability and paracontractivity of discrete linear inclusions
The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue
Euler's approximations of solutions of SDEs with reflecting boundary.
Large deviations for two-time-scale diffusions, with delays
Singular control with state constraints on unbounded domain
ON BOUNCING GEOMETRIC BROWNIAN MOTIONS
Reflected rough differential equations
A geometric drift inequality for a reflected fractional Brownian motion process on the positive orthant
State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits
scientific article; zbMATH DE number 885486 (Why is no real title available?)
Weak convergence and fluid limits in optimal time-to-empty queueing control problems
Approximations for stochastic differential equations with reflecting convex boundaries
On the return time for a reflected fractional Brownian motion process on the positive orthant
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
Diffusion approximation for \(GI/G/1\) controlled queues
Sample path large deviations for multiclass feedforward queueing networks in critical loading
BSDEs with terminal conditions that have bounded Malliavin derivative
A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries
scientific article; zbMATH DE number 2157475 (Why is no real title available?)
Controlled stochastic networks in heavy traffic: convergence of value functions
\(V\)-uniform ergodicity for state-dependent single class queueing networks
On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
A characterization of the reflected quasipotential
Exit time and invariant measure asymptotics for small noise constrained diffusions
Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces. II
Diffusion approximation for signaling stochastic networks
Concentration of measure for Brownian particle systems interacting through their ranks
Numerical approximations for stochastic systems with delays in the state and control
Penalty method for obliquely reflected diffusions
Large deviation properties of data streams that share a buffer
Some remarks on approximation of solutions of SDE's with reflecting boundary conditions
Double-layer and hybrid dynamics of equilibrium problems: applications to markets of environmental products
A differential game formulation of a controlled network
Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations
Nonpivot and implicit projected dynamical systems on Hilbert spaces
Many-server asymptotics for join-the-shortest-queue: large deviations and rare events
Sensitivity analysis for diffusion processes constrained to an orthant
Fluid and heavy traffic diffusion limits for a generalized processor sharing model
Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion
Dynamics of vaccination strategies via projected dynamical systems
The Skorohod oblique reflection problem in time-dependent domains
State-dependent importance sampling for a slowdown tandem queue
Fractional Brownian heavy traffic approximations of multiclass feedforward queueing networks
A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
Weak differentiability of scalar hysteresis operators
Fluid limits of optimally controlled queueing networks
Stochastic variational inequalities with oblique subgradients
On the Generalized Drift Skorokhod Problem in One Dimension
Skorohod problems with nonsmooth boundary conditions
Monotonicity and existence of periodic orbits for projected dynamical systems on Hilbert spaces
A remark on the local Lipschitz continuity of vector hysteresis operators.
A Panoramic View on Projected Dynamical Systems
Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque
A differential game with constrained dynamics and viscosity solutions of a related HJB equation
Large deviations and importance sampling for a tandem network with slow-down
Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading
Double-layered dynamics: a unified theory of projected dynamical systems and evolutionary variational inequalities
Multivalued Skorohod problem
Stability of constrained Markov-modulated diffusions
On positive recurrence of constrained diffusion processes
Concentration for multidimensional diffusions and their boundary local times
Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
Boundary-influenced robust controls: two network examples
Dynamical systems and variational inequalities
On moment stability properties for a class of state-dependent stochastic networks
Sweeping by a continuous prox-regular set
Stochastic differential equations with jump reflection at time-dependent barriers
Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
The projection dynamic and the geometry of population games
The heavy traffic limit of an unbalanced generalized processor sharing model
Excessive backlog probabilities of two parallel queues
Multiplicative functional for reflected Brownian motion via deterministic ODE
Jump-diffusions with controlled jumps: Existence and numerical methods
Exponential ergodicity and convergence for generalized reflected Brownian motion
A note on the composition of regular functions
Pathwise differentiability of reflected diffusions in convex polyhedral domains
Equilibrium model of limit order books: a mean-field game view
Non-Markovian state-dependent networks in critical loading
On Reflected Diffusions in Cones and Cylinders
A projected dynamic system associated with a cybersecurity investment model with budget constraints and fixed demands
Brownian motion in a wedge with variable reflection: Existence and uniqueness
Stochastic and partial differential equations on non-smooth time-dependent domains
SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation
Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains
Pathwise McKean-Vlasov theory with additive noise
Nonsmooth dynamics of generalized Nash games
A Jackson network under general regime
Long-time behavior of finite and infinite dimensional reflected Brownian motions
On directional derivatives of Skorokhod maps in convex polyhedral domains
Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources
Large deviations for the single-server queue and the reneging paradox
Uniform ergodicity for Brownian motion in a bounded convex set
Rough differential equations containing path-dependent bounded variation terms
The inert drift atlas model
Sensitivity analysis for the stationary distribution of reflected Brownian motion in a convex polyhedral cone

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