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...
Main Author: | Zambotti, Lorenzo, |
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Other Authors: | SpringerLink (Online service), Ecole d'été de probabilités de Saint-Flour |
Format: | eBook |
Language: | English |
Published: |
[Cham], Switzerland :
This Springer imprint is published by Springer Nature,
[2017]
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Physical Description: |
1 online resource (ix, 164 pages). |
Series: |
Lecture notes in mathematics (Springer-Verlag) ;
2181. Lecture notes in mathematics (Springer-Verlag). École d'été de probabilités de Saint-Flour. |
Subjects: |
Table of Contents:
- 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.