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Random obstacle problems = Ecole d'E...

Workshop on the Preservation of Stability under Discretization ((2001 :)

Random obstacle problems = Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015 /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Random obstacle problems/ by Lorenzo Zambotti.
其他題名:	Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015 /
作者:	Zambotti, Lorenzo.
出版者:	Cham :Springer International Publishing : : 2017.,
面頁冊數:	ix, 162 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Stochastic partial differential equations - Congresses. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-52096-4
ISBN:	9783319520964

Random obstacle problems = Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015 /
Zambotti, Lorenzo.

Random obstacle problemsEcole d'Ete de Probabilites de Saint-Flour XLV - 2015 /[electronic resource] :by Lorenzo Zambotti. - Cham :Springer International Publishing :2017. - ix, 162 p. :ill., digital ;24 cm. - Lecture notes in mathematics,21810075-8434 ;. - Lecture notes in mathematics ;1943..

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.

ISBN: 9783319520964

Standard No.: 10.1007/978-3-319-52096-4doiSubjects--Topical Terms:

1207616
Stochastic partial differential equations
--Congresses.

LC Class. No.: QA274.25 / .Z36 2017

Dewey Class. No.: 519.22

Random obstacle problems = Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015 /
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