For a continuous driving path with , the running supremum supplies the minimal nondecreasing regulator keeping the path nonnegative. It increases only at a new negative running minimum, where the reflected path is zero. Any regulator satisfying the Skorokhod problem constraints must coincide with it. On a finite time interval, , so the map is continuous and transfers a functional central limit theorem to reflected workloads.
Articles by others on the same topic
There are currently no matching articles.