On lipschitz continuity of the solution mapping to the skorokhod problem, with applications-Reference-Cited by-同舟云学术

On lipschitz continuity of the solution mapping to the skorokhod problem, with applications

Published:1991-03 Issue:1 Volume:35 Page:31-62
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Dupuis Paul¹,Ishii Hitoshi²

Affiliation:

1. a Department of Mathematics and Statistics , University of Massachusett , Amherst, Massachusetts, 01003, USA

2. b Department of Mathematics , Chuo University , Bunkyo–ku, Tokyo, 112, Japan

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442509108833688

Reference19 articles.

1. Small Random perturbation of dynamical systems with reflecting boundary

2. Bernard , A. and El Kharroubi , A. 1991. “Regulation de processus dans le premier orthant de Rn”. Vol. 34, 149–167. to appear in Stochastics

3. Billingsley , P . 1968. “Convergence of Probability Measures”. New York: John Wiley.

4. Chen , H. and Mandelbaum , A. “Discrete flow networks: Bottleneck analysis and fluid approximations”. Submitted

5. Costantini , C. 1987. “The Skorokhod oblique reflection problem and a diffusion approximation for a class of transport processes Ph.D. thesis University of Wiscosin”. Madison, WI

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