Random Obstacle Problems École d'Été de Probabilités de Saint-Flour XLV - 2015 /
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...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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| Series: | Lecture Notes in Mathematics,
2181 |
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| Online Access: | Full Text via HEAL-Link |
