The Skorohod problem and weak approximation of stochastic differential equations in time-dependent domains
This thesis consists of a summary and four scientific articles. All four articles consider various aspects of stochastic differential equations and the purpose of the summary is to provide an introduction to this subject and to supply the notions required in order to fully understand the articles. I...
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| Format: | Doctoral Thesis |
| Language: | English |
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Umeå universitet, Institutionen för matematik och matematisk statistik
2009
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-25429 http://nbn-resolving.de/urn:isbn:978-91-7264-823-4 |