IDEAS home Printed from https://ideas.repec.org/a/hin/jnljps/9992546.html
   My bibliography  Save this article

Explicit Solutions of the Extended Skorokhod Problems in Affine Transformations of Time-Dependent Strata

Author

Listed:
  • Marek Slaby

Abstract

The goal of this paper is to expand the explicit formula for the solutions of the Extended Skorokhod Problem developed earlier for a special class of constraining domains in with orthogonal reflection fields. We examine how affine transformations convert solutions of the Extended Skorokhod Problem into solutions of the new problem for the transformed constraining system. We obtain an explicit formula for the solutions of the Extended Skorokhod Problem for any - valued cà dlà g function with the constraining set that changes in time and the reflection field naturally defined by any basis. The evolving constraining set is a region sandwiched between two graphs in the coordinate system generating the reflection field. We discuss the Lipschitz properties of the extended Skorokhod map and derive Lipschitz constants in special cases of constraining sets of this type.

Suggested Citation

  • Marek Slaby, 2021. "Explicit Solutions of the Extended Skorokhod Problems in Affine Transformations of Time-Dependent Strata," Journal of Probability and Statistics, Hindawi, vol. 2021, pages 1-10, July.
    • Handle: RePEc:hin:jnljps:9992546
    DOI: 10.1155/2021/9992546
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/JPS/2021/9992546.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/JPS/2021/9992546.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2021/9992546?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnljps:9992546. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.