Lipschitz Continuity of Polyhedral Skorokhod Maps
We show that a special stability condition of the associated system of oblique projections (the so-called $\ell$-paracontractivity) guarantees that the corresponding polyhedral Skorokhod problem in a Hilbert space $X$ is solvable in the space of absolutely continuous functions with values in $X$. If...
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Veröffentlicht in: | Zeitschrift für Analysis und ihre Anwendungen 2001-01, Vol.20 (4), p.817-844 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We show that a special stability condition of the associated system of oblique projections (the so-called $\ell$-paracontractivity) guarantees that the corresponding polyhedral Skorokhod problem in a Hilbert space $X$ is solvable in the space of absolutely continuous functions with values in $X$. If moreover the oblique projections are transversal, the solution exists and is unique for each continuous input and the Skorokhod map is Lipschitz continuous in both spaces $C([0, T];X)$ and $W^{1,1} (0, T; X)$. Also, an explicit upper bound for the Lipschitz constant is derived. |
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ISSN: | 0232-2064 1661-4534 |
DOI: | 10.4171/ZAA/1047 |