Random Obstacle Problems: École d'Été de Probabilités de Saint-Flour XLV - 2015: 2181 - Brossura

Zambotti, Lorenzo

 
9783319520957: Random Obstacle Problems: École d'Été de Probabilités de Saint-Flour XLV - 2015: 2181
Brossura
ISBN 10: 3319520954 ISBN 13: 9783319520957
Casa editrice: Springer, 2017

Sinossi

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.


Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Dalla quarta di copertina

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.


Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2017
Lingua
Inglese
ISBN 10 
3319520954
ISBN 13 
9783319520957
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
176
Contatto del produttore
ProductSafety@springernature.com
ProductSafety@springernature.com

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