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Random Obstacle Problems : École d'Été de Probabilités de Saint-Flour XLV - 2015 / by Lorenzo Zambotti
(École d'Été de Probabilités de Saint-Flour ; 2181)
版 | 1st ed. 2017. |
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出版者 | (Cham : Springer International Publishing : Imprint: Springer) |
出版年 | 2017 |
大きさ | IX, 162 p. 20 illus., 2 illus. in color : online resource |
著者標目 | *Zambotti, Lorenzo author SpringerLink (Online service) |
件 名 | LCSH:Probabilities FREE:Probability Theory |
一般注記 | 1 Introduction -- 2 The reflecting Brownian motion -- 3 Bessel processes -- 4 The stochastic heat equation -- 5 Obstacle problems -- 6 Integration by Parts Formulae -- 7 The contact set -- References 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 HTTP:URL=https://doi.org/10.1007/978-3-319-52096-4 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783319520964 |
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EB00211216 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000117587 |
ISBN | 9783319520964 |
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※2017年9月4日以降