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Random Obstacle Problems: Ecole d´Ete de Probabilites de Saint-Flour XLV - 2015
Lorenzo Zambotti
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Description for Random Obstacle Problems: Ecole d´Ete de Probabilites de Saint-Flour XLV - 2015
Paperback. Series: Lecture Notes in Mathematics. Num Pages: 162 pages, 18 black & white illustrations, 2 colour illustrations, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155. Weight in Grams: 279.
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 ... Read more
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 ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Paperback
Publication date
2017
Series
Lecture Notes in Mathematics
Condition
New
Weight
278g
Number of Pages
162
Place of Publication
Cham, Switzerland
ISBN
9783319520957
SKU
V9783319520957
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Random Obstacle Problems: Ecole d´Ete de Probabilites de Saint-Flour XLV - 2015
This book is an excellent, rigorous monograph on stochastic partial differential equations with reflections at a boundary. ... Engineers who struggle with numerical solutions of heat equations and Fokker-Plank equations in phase lock theory in white and colored noise will find this book useful. The author is a leading contributor to this field and has noted several open problems ... Read more