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Random Obstacle Problems: Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015 - Lecture Notes in Mathematics Lorenzo Zambotti 1st ed. 2017 edition
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Random Obstacle Problems: Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015 - Lecture Notes in Mathematics
Lorenzo Zambotti
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.
162 pages, 18 black & white illustrations, 2 colour illustrations, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | February 28, 2017 |
| ISBN13 | 9783319520957 |
| Publishers | Springer International Publishing AG |
| Pages | 162 |
| Dimensions | 156 × 235 × 10 mm · 284 g |
| Language | German |
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