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

• Κύριος συγγραφέας: Zambotti, Lorenzo (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Σειρά: Lecture Notes in Mathematics, 2181
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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.