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We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Moving boundaries may generate singularities when they touch. We establish two sets of sufficient conditions on the moving boundaries that guarantee that the variation of the local(More)
Obliquely reflected diffusions in smooth domains are classical objects that have been well understood for half a century. On the other hand, many fundamental questions remain in the study of reflected diffusions in non-smooth domains, which arise in a variety of fields ranging from mathematical physics to stochastic networks. We first describe some recent(More)
Given a domain G, a reflection vector field d(·) on ∂G, the boundary of G, and drift and dispersion coefficients b(·) and σ(·), let L be the usual second-order elliptic operator associated with b(·) and σ(·). Under suitable assumptions that, in particular, ensure that the associated submartingale problem is well posed, it is shown that a probability measure(More)
We consider many-server queues with delayed feedback where the service (patience) times of new customers and feedback customers are differentiated, and new and feedback customers are served under the first-come-first-serve (FCFS) discipline in the service station. The arrival process, service, patience and delay times are all general and mutually(More)
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