Nia Fry

Swansea University : Stochastic differential equations with reflection and delay

Nia Fry

Swansea University : Stochastic differential equations with reflection and delay

The study looks at Wong-Zakai’s approximation of the solution to the stochastic differential equations with delay on domain D in a Euclidean space with normal reflection at the boundary. 

 

Start Date:  01 January 2012