Essays about: "Skorokhod problem"

Found 1 essay containing the words Skorokhod problem.

  1. 1. Reflected Stochastic Differential Equations on a Time-Dependent Non-Smooth Domain

    University essay from KTH/Matematisk statistik

    Author : Adam Lindhe; [2018]
    Keywords : Reflected stochastic differential equations; non-smooth; timedependent; Skorokhod problem; Reflekterande stokastiska differentialekvationer; icke-slät; tidsberoende;

    Abstract : In this thesis we prove existence and uniqueness for reflected stochastic differential equation on a specific non-smooth, time-dependent domain. The domain is the intersection of a finite number of smooth domains that are allowed to vary in time. READ MORE