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02652nam a22004695i 4500 |
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978-3-319-52096-4 |
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DE-He213 |
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20170227155649.0 |
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cr nn 008mamaa |
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170227s2017 gw | s |||| 0|eng d |
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|a 9783319520964
|9 978-3-319-52096-4
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|a 10.1007/978-3-319-52096-4
|2 doi
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|d GrThAP
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|a QA273.A1-274.9
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|a QA274-274.9
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|a PBT
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|a MAT029000
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|a 519.2
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|a Zambotti, Lorenzo.
|e author.
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|a Random Obstacle Problems
|h [electronic resource] :
|b École d'Été de Probabilités de Saint-Flour XLV - 2015 /
|c by Lorenzo Zambotti.
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|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2017.
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| 300 |
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|a IX, 162 p. 20 illus., 2 illus. in color.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a text file
|b PDF
|2 rda
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 2181
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|a 1 Introduction -- 2 The reflecting Brownian motion -- 3 Bessel processes -- 4 The stochastic heat equation -- 5 Obstacle problems -- 6 Integration by Parts Formulae -- 7 The contact set -- References.
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|a 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-valued solutions to SPDEs. Inspired by the classical stochastic calculus for diffusions, which is unfortunately still unavailable in infinite dimensions, it uses integration by parts formulae on convex sets of paths in order to describe the behaviour of the solutions at the boundary and the contact set between the solution and the obstacle. The text may serve as an introduction to space-time white noise, SPDEs and monotone gradient systems. Numerous open research problems in both classical and new topics are proposed.
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|a Mathematics.
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| 650 |
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|a Probabilities.
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|a Mathematics.
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|a Probability Theory and Stochastic Processes.
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| 710 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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| 776 |
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|i Printed edition:
|z 9783319520957
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| 830 |
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 2181
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| 856 |
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|u http://dx.doi.org/10.1007/978-3-319-52096-4
|z Full Text via HEAL-Link
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|a ZDB-2-SMA
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|a ZDB-2-LNM
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|a Mathematics and Statistics (Springer-11649)
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