{
  "id": "1902.05838",
  "version": "v1",
  "published": "2019-02-15T15:13:27.000Z",
  "updated": "2019-02-15T15:13:27.000Z",
  "title": "On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers",
  "authors": [
    "Rachid Belfadli",
    "Imane Jarni",
    "Youssef Ouknine"
  ],
  "comment": "15 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we deal with Skorokhod problem for right continuous left limits (rcll) barriers. We prove the existence and uniqueness of the solution when the barriers are only supposed to be rcll and completely separated. Then, we apply our result to prove the existence and uniqueness of the solution of a reflected stochastic differential equation (SDE).",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-02-15T15:13:27.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "skorokhod problem",
      "separated barriers",
      "rcll reflecting",
      "right continuous left limits",
      "reflected stochastic differential equation"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 15,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}