Uniqueness for the Skorokhod problem in an orthant: critical cases
Uniqueness for the Skorokhod problem in an orthant: critical cases
Consider the Skorokhod problem in the closed non-negative orthant: find a solution $(g(t),m(t))$ to \[ g(t)= f(t)+ Rm(t),\] where $f$ is a given continuous vector-valued function with $f(0)$ in the orthant, $R$ is a given $d\times d$ matrix with 1's along the diagonal, $g$ takes values in the orthant, and …