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On Reflection with Two-Sided Jumps
Authors:Jarni  Imane  Ouknine  Youssef
Affiliation:1.Mathematics Department, Faculty of Sciences Semlalia, Cadi Ayyad University, Boulevard Prince Moulay Abdellah, P. O. Box 2390, 40000, Marrakesh, Morocco
;2.Africa Business School, Mohammed VI Polytechnic University, Lot 660, Hay Moulay Rachid, 43150, Ben Guerir, Morocco
;
Abstract:Journal of Theoretical Probability - In the first part of this paper, we pose and solve a new version of Skorokhod problem with jumps, reflected in the half line $$mathbb {R}^{+}$$ and associated...
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