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Random obstacle problems : École d'Été de Probabilités de Saint-Flour XLV - 2015

Author: Lorenzo Zambotti
Publisher: Cham, Switzerland : Springer, [2017] ©2017
Series: Lecture notes in mathematics (Springer-Verlag), 2181.; Lecture notes in mathematics (Springer-Verlag)., École d'été de probabilités de Saint-Flour.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Conference papers and proceedings
Congresses
Additional Physical Format: Online version:
Zambotti, Lorenzo.
Random obstacle problems.
[Cham], Switzerland : This Springer imprint is published by Springer Nature, [2017]
(OCoLC)975122161
Material Type: Conference publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Lorenzo Zambotti
ISBN: 9783319520957 3319520954
OCLC Number: 966183518
Description: ix, 162 pages : illustrations ; 24 cm.
Contents: Introduction --
The reflecting Brownian motion --
Bessel processes --
The stochastic heat equation --
Obstacle problems --
Integration by Parts Formulae --
The contact set.
Series Title: Lecture notes in mathematics (Springer-Verlag), 2181.; Lecture notes in mathematics (Springer-Verlag)., École d'été de probabilités de Saint-Flour.
Responsibility: Lorenzo Zambotti.

Abstract:

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  Read more...

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