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
Hauptverfasser: Krejcí, Pavel, Vladimirov, A.A
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.
ISSN:0232-2064
1661-4534
DOI:10.4171/ZAA/1047