The Skorokhod problem in a time-dependent interval

Abstract

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)

Topics

Figures and Tables

Sorry, we couldn't extract any figures or tables for this paper.