Integral representation of Skorokhod reflection
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- by Venkat Anantharam and Takis Konstantopoulos PDF
- Proc. Amer. Math. Soc. 139 (2011), 2227-2237 Request permission
Abstract:
We show that a certain integral representation of the one-sided Skorokhod reflection of a continuous bounded variation function characterizes the reflection in that it possesses a unique maximal solution which solves the Skorokhod reflection problem.References
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Additional Information
- Venkat Anantharam
- Affiliation: Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, California 94720
- Email: ananth@eecs.berkeley.edu
- Takis Konstantopoulos
- Affiliation: Department of Mathematics, Uppsala University, Box 480, 751 06 Uppsala, Sweden
- MR Author ID: 251724
- Email: Takis.Konstantopoulos@math.uu.se
- Received by editor(s): May 21, 2010
- Published electronically: January 28, 2011
- Additional Notes: The research of the first author was supported by the ARO MURI grant W911NF-08-1-0233, Tools for the Analysis and Design of Complex Multi-Scale Networks, by the NSF grants CCF-0635372 and CNS-0910702, by Marvell Semiconductor Inc., and by the U. C. Discovery program.
The second author was supported in part by an EPSRC grant and by the Isaac Newton Institute for Mathematical Sciences. - Communicated by: Edward C. Waymire
- © Copyright 2011 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 139 (2011), 2227-2237
- MSC (2010): Primary 60G17; Secondary 45G99, 90B05
- DOI: https://doi.org/10.1090/S0002-9939-2011-10811-6
- MathSciNet review: 2775400