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Wtxtr. In probability theory, the Skorokhod problem is the problem of solving a stochastic differential equation with a reflecting boundary condition The problem is named after Anatoliy Skorokhod who first published the solution to a stochastic differential equation for a reflecting Brownian motion Problem statement The classic version of the problem states that given a càdlàg process {X(t), t. 5 ñfû# ”ÚßK6ûá90V§¨P m»_øí” ¹˜ý€7žRW)­h {› E ¹gqW ñ³€¤. I W j ~ F CDAA H ^2 T Ú.
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