On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary

  • A. Yu. Pilipenko Ин-т математики НАН Украины, Киев


For a solution of a reflection problem on a half-line similar to the Skorokhod reflection problem but with possible jump-like exit from zero, we obtain an explicit formula and study its properties. We also construct a Wiener process on a half-line with Wentzell boundary condition as a strong solution of a certain stochastic differential equation.
How to Cite
Pilipenko, A. Y. “On the Skorokhod Mapping for Equations With Reflection and Possible Jump-Like Exit from a Boundary”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 63, no. 9, Sept. 2011, pp. 1241-56, https://umj.imath.kiev.ua/index.php/umj/article/view/2801.
Research articles