An Explicit Representation of the Extended Skorokhod Map with Two Time-Dependent Boundaries | Zendy

Marek Slaby | Zendy

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An Explicit Representation of the Extended Skorokhod Map with Two Time-Dependent Boundaries

Author(s) -

Marek Slaby

Publication year - 2010

Publication title -

journal of probability and statistics

Language(s) - English

Resource type - Journals

eISSN - 1687-9538

pISSN - 1687-952X

DOI - 10.1155/2010/846320

Subject(s) - mathematics , interval (graph theory) , class (philosophy) , representation (politics) , pure mathematics , space (punctuation) , combinatorics , computer science , artificial intelligence , politics , political science , law , operating system

We consider the extended Skorokhod problem for real-valued càdlàg functions with the constraining interval [,], where and change in time as values of two càdlàg functions. We find an explicitform of the solution and discuss its continuity properties with respect to the uniform, 1 and 1, metrics on the space of càdlàg functions. We develop a useful technique of extending known resultsfor the Skorokhod maps onto the larger class of extended Skorokhod maps

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