Ruo-Yu Wu

An infinite-dimensional Skorokhod problem with a diagonalization approach

We study an infinite-dimensional Skorokhod problem on the positive cone of $L_1([0,1])$, where a regulator process constrains a free c\`adl\`ag path to remain nonnegative through an oblique reflection mechanism determined by a positive linear integral operator $\boldsymbol{F}$ on $L_1([0,1])$ with spectral radius less...