On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary

• Date: 2011
• Main Authors: Pilipenko, A. Yu., Пилипенко, А. Ю.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 2011
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/2801
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

For a solution of a reflection problem on a half-line similar to the Skorokhod reflection problem but with possible jump-like exit from zero, we obtain an explicit formula and study its properties. We also construct a Wiener process on a half-line with Wentzell boundary condition as a strong soluti...