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