The Skorokhod Problem is a mathematical framework in stochastic process theory that characterizes the reflection of a continuous-time stochastic process at a boundary, distinguishing itself by specifying a pair of processes—one being the reflected version of the original and the other a regulating process that ensures boundary adherence through minimal adjustment.
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Variants
Skorokhod Reflection Problem
Parents
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148
The Skorokhod embedding problem and its offspring
Jan Obłój · Probability Surveys · 2004 · 262 citations · Full text
THE THEORY OF STOCHASTIC PROCESSES 1
J. F. C. Kingmán · Bulletin of the London Mathematical Society · 1976 · 256 citations
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Institutions
113
University of Bath
Bath, United Kingdom
9 h-index
12 publications
509 citations
Carnegie Mellon University
Pittsburgh, United States
6 h-index
12 publications
1.2K citations
École Polytechnique
Palaiseau, France
6 h-index
8 publications
246 citations
Université Paris Dauphine-PSL
Paris, France
4 h-index
5 publications
154 citations
University of Oxford
Oxford, United Kingdom
4 h-index
5 publications
97 citations
Brown University
Providence, United States
4 h-index
5 publications
301 citations
Centre de Recherche en Mathématiques de la Décision
Paris, France
4 h-index
5 publications
164 citations
Humboldt-Universität zu Berlin
Berlin, Germany
4 h-index
6 publications
139 citations
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Venues
- Theory of Probability and Its Applications
21 publications · 1.2K citations
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- Probability Theory and Related Fields
12 publications · 541 citations
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- The Annals of Probability
10 publications · 510 citations
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- The Annals of Applied Probability
12 publications · 439 citations
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- Stochastic Processes and their Applications
7 publications · 265 citations
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