A NOTE ON INTEGRAL REPRESENTATIONS OF THE SKOROKHOD MAP

作者:Buckingham Patrick*; Fralix Brian*; Kella Offer*
来源:Journal of Applied Probability, 2016, 53(1): 293-298.
DOI:10.1017/jpr.2015.25

摘要

We present a very short derivation of the integral representation of the two-sided Skorokhod reflection Z of a continuous function X of bounded variation, which is a generalization of the integral representation of the one-sided map featured in Anantharam and Konstantopoulos (2011) and Konstantopoulos et al. (1996). We also show that Z satisfies a simpler integral representation when additional conditions are imposed on X.

  • 出版日期2016-3