{
  "id": "2306.16711",
  "version": "v1",
  "published": "2023-06-29T06:14:28.000Z",
  "updated": "2023-06-29T06:14:28.000Z",
  "title": "The Skorokhod problem with two nonlinear constraints",
  "authors": [
    "Hanwu Li"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we study the Skorokhod problem with two constraints, where the constraints are in a nonlinear fashion. We prove the existence and uniqueness of the solution and also provide the explicit construction for the solution. In addition, a number of properties of the solution, including continuity under uniform and J1 metrics, comparison principle and non-anticipatory property, are investigated.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2023-06-29T06:14:28.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "skorokhod problem",
      "nonlinear constraints",
      "comparison principle",
      "nonlinear fashion",
      "j1 metrics"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}