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Ruo-Yu Wu

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Preprint Oct 2026

An infinite-dimensional Skorokhod problem with a diagonalization approach

We study an infinite-dimensional Skorokhod problem on the positive cone of $L_1([0,1])$, where a regulator process constrains a free c\`adl\`ag path to remain nonnegative through an oblique reflection mechanism determined by a positive linear integral operator $\boldsymbol{F}$ on $L_1([0,1])$ with spectral radius less...

L. Clarke, Guo-Dong Pang, Ruo-Yu Wu · 0 citations

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