Łukasz Kruk

activity

20042019

most citedAn explicit formula for the Skorokhod map on

[0, a]

144 citations · 255 across the 7 of their papers we have counts for

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Showing 2007Show all

2 papers · 1 filter

math.PR2007★ 144 cited

An explicit formula for the Skorokhod map on $[0, a]$

Lukasz Kruk, John Lehoczky, Kavita Ramanan +1

The Skorokhod map is a convenient tool for constructing solutions to stochastic differential equations with reflecting boundary conditions. In this work, an explicit formula for th…

math.PR2007★ 15 cited

Heavy traffic limit for a processor sharing queue with soft deadlines

H. Christian Gromoll, Łukasz Kruk

This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled u…

An explicit formula for the Skorokhod map on [0,a]

Heavy traffic limit for a processor sharing queue with soft deadlines

An explicit formula for the Skorokhod map on $[0, a]$