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arXiv · 2407.05011

Multifunction Estimation in a Time-Discretized Skorokhod Reflection Problem

Nicolas Marie
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Abstract

This paper deals with a consistent estimator of the multifunction involved in a time-discretized Skorokhod reflection problem defined by a stochastic differential equation and a Moreau sweeping process.

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Nicolas Marie. 2025-01-26. Multifunction Estimation in a Time-Discretized Skorokhod Reflection Problem. https://arxiv.org/abs/2407.05011

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