Tid: 8 juni 2018 kl 13.15-13.50.

Föredragshållare: Adam Lindhe (Master thesis)

Titel: Reflected Stochastic Differential Equations on a Time-Dependent Non-Smooth Domain

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. The reflection is oblique to the domain and at the corners more than one direction of reflection is allowed. The first part of the proof is to construct of three kinds of test functions with desired properties. Using these test functions, existence is proved to the Skorokhod problem. Finally uniqueness is proved for the reflected stochastic differential equation.

The full report (pdf)

Till seminarielistan
To the list of seminars