An explicit formula for the Skorokhod map on [0, a]

Annals of Probability

Volumn 35, Issue 5, 2007, Pages 1740-1768

  Kruk, Lukaaz ^a   Lehoczky, John ^b   Ramanan, Kavita ^b   Shreve, Steven ^b  

^a MARIA CURIE SK ODOWSKA UNIVERSITY   (Poland)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Comparison principle; Double sided reflection map; Reflecting Brownian motion; Reflection map; Skorokhod map

Indexed keywords

EID: 51549101805     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117906000000890     Document Type: Article

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