Random Obstacle Problems École d'Été de Probabilités de Saint-Flour XLV - 2015 /

• Main Author: Zambotti, Lorenzo (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Lecture Notes in Mathematics, 2181
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflection at a boundary, this book begins with a discussion of classical one-dimensional diffusions as the reflecting Brownian motion, devoting a chapter to Bessel processes, and moves on to function-value...