Produktbild: Random Obstacle Problems

Random Obstacle Problems

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École d’Été de Probabilités de Saint-Flour XLV – 2015, Lecture Notes in Mathematics 2181 – École d’Été de Probabilités de Saint-Flour

ISBN: 3319520954
ISBN 13: 9783319520957
Autor: Zambotti, Lorenzo
Verlag: Springer Verlag GmbH
Umfang: ix, 162 S., 18 s/w Illustr., 2 farbige Illustr., 162 p. 20 illus., 2 illus. in color.
Erscheinungsdatum: 28.02.2017
Auflage: 1/2017
Produktform: Kartoniert
Einband: Kartoniert

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.

Artikelnummer: 726350 Kategorie:

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