کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1154614 958396 2006 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Reflecting thoughts
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Reflecting thoughts
چکیده انگلیسی
The purpose of this note is to provide an equivalent definition and an alternative proof of uniqueness of the one-dimensional reflection map which is more a direct derivation that structurally leads to the form of the map when it exists, does not involve integration (neither in the definition nor in the proof) and for which no assumptions on the driving process is needed. Also, it is argued that, with the proposed definition, the reflection map exists provided that the driving process is lower semicontinuous from the right, but is not necessarily right continuous and does not necessarily have left limits. These ideas are then easily extended to the multidimensional case.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 76, Issue 16, 1 October 2006, Pages 1808-1811
نویسندگان
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