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Random Obstacle Problems

- Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015

About Random Obstacle Problems

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.

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  • Language:
  • English
  • ISBN:
  • 9783319520957
  • Binding:
  • Paperback
  • Pages:
  • 162
  • Published:
  • February 27, 2017
  • Edition:
  • 12017
  • Dimensions:
  • 156x235x10 mm.
  • Weight:
  • 284 g.
Delivery: 2-4 weeks
Expected delivery: December 12, 2024

Description of Random Obstacle Problems

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.

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