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- W2912227930 abstract "In this paper we deal with Skorokhod problem for right continuous left limited (rcll) barriers. We prove existence and uniqueness of the solution when the barriers are only supposed to be rcll and completely separated. Then, we apply our results to prove existence and uniqueness of the solution of a reflected stochastic differential equation (SDE)." @default.
- W2912227930 created "2019-02-21" @default.
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- W2912227930 date "2019-02-15" @default.
- W2912227930 modified "2023-09-27" @default.
- W2912227930 title "On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers." @default.
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