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Random Obstacle Problems - Lorenzo Zambotti - Bog

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

Bag om 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319520957
  • Indbinding:
  • Paperback
  • Sideantal:
  • 162
  • Udgivet:
  • 28. Februar 2017
  • Udgave:
  • 12017
  • Størrelse:
  • 156x235x10 mm.
  • Vægt:
  • 284 g.
  • 8-11 hverdage.
  • 12. Oktober 2024
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af 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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