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Random Obstacle Problems
- Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015
Engelsk
Bogcover for Random Obstacle Problems af Lorenzo Zambotti, 9783319520957
Specifikationer
Sprog:
Engelsk
Sider:
162
ISBN-13:
9783319520957
Indbinding:
Paperback
ISBN-10:
3319520954
Kategori:
Udg. Dato:
28 feb 2017
Størrelse i cm:
23,5 x 15,6 x 1,0
Oplagsdato:
28 feb 2017
Forfatter(e):

Random Obstacle Problems

- Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015
Engelsk
Paperback 2017
Format:

Bog beskrivelse

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 unavailable in infinite dimensions, it uses integration by parts formulae on convex sets of paths in order to describe the behaviour of the solutions at the boundary and the contact set between the solution and the obstacle. The text may serve as an introduction to space-time white noise, SPDEs and monotone gradient systems. Numerous open research problems in both classical and new topics are proposed.


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Specifikationer
Sprog:
Engelsk
Sider:
162
ISBN-13:
9783319520957
Indbinding:
Paperback
ISBN-10:
3319520954
Kategori:
Udg. Dato:
28 feb 2017
Størrelse i cm:
23,5 x 15,6 x 1,0
Oplagsdato:
28 feb 2017
Forfatter(e):
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