Yunwen Wang

Department of Statistics, University of Warwick

Department of Statistics,

University of Warwick

Coventry, West Midlands CV4 7AL

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

105

TOTAL CITATIONS

4

Scholarly Papers (1)

1.

From Reflecting Brownian Motion to Reflected Stochastic Differential Equations: A Systematic Survey and Complementary Study

Number of pages: 20 Posted: 27 Oct 2020
Yunwen Wang and Jinfeng LI
Department of Statistics, University of Warwick and Department of Electrical and Electronic Engineering, Imperial College London
Downloads 105 (564,310)
Citation 4

Abstract:

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stochastic process, reflecting Brownian motion, Skorohod problem, stochastic differential equation