A note on integral representations of the Skorokhod map
نویسندگان
چکیده
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 [1, 4]. We also show that Z satisfies a simpler integral representation when additional conditions are imposed on X.
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ورودعنوان ژورنال:
- J. Applied Probability
دوره 53 شماره
صفحات -
تاریخ انتشار 2016