Hoppa till sidans huvudinnehåll

Random Obstacle Problems

École d'Été de Probabilités de Saint-Flour XLV - 2015

Häftad, Engelska, 2017

AvLorenzo Zambotti

509 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.


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.

Produktinformation

  • Utgivningsdatum2017-02-28
  • Mått155 x 235 x 10 mm
  • Vikt284 g
  • FormatHäftad
  • SpråkEngelska
  • SerieLecture Notes in Mathematics
  • Antal sidor162
  • Upplaga17001
  • FörlagSpringer International Publishing AG
  • ISBN9783319520957
Hoppa över listan

Mer från samma serie

Hoppa över listan

Du kanske också är intresserad av

Ernesto Picardi, Graziano Pesole - RNA Editing, Inbunden
Del 2181

RNA Editing

Ernesto Picardi, Graziano Pesole

Inbunden, 2020

2 949 kr

Ernesto Picardi, Graziano Pesole - RNA Editing, Häftad
Del 2181

RNA Editing

Ernesto Picardi, Graziano Pesole

Häftad, 2021

1 919 kr

Lars Kepler - Medusa, Inbunden
  • Nyhet
Del 11

Medusa

Lars Kepler

Inbunden, 2026

289 kr319 kr

Sara Strömberg - Sot, Pocket
  • Nyhet
Del 4

Sot

Sara Strömberg

Pocket, 2026

79 kr129 kr

Sara Strömberg - Sly, Pocket
Del 1

Sly

Sara Strömberg

Pocket, 2022

79 kr129 kr