Integral representation of Skorokhod reflection

Anantharam, Venkat; Konstantopoulos, Takis

doi:10.1090/S0002-9939-2011-10811-6

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.

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