EXPLICIT REPRESENTATION OF THE SKOROKHOD MAP WITH TIME
DEPENDENT BOUNDARIES
Abstract: An explicit formula for the Skorokhod type reflection map for real-valued cądląg
functions is developed in the general case of constraining set where and are
not constant but change with time. In addition, a number of properties of the reflection map,
including continuity and Lipschitz conditions under uniform, and metrics, are
studied.
2000 AMS Mathematics Subject Classification: Primary: 60G05, 60G17; Secondary:
60J60, 60J65, 90B05, 90B22.
Keywords and phrases: Skorokhod map, Skorokhod problem, reflection map, double
reflection map.