Random Obstacle Problems : Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015

Name: Random Obstacle Problems
Brand: Springer International Publishing AG
SKU: 9783319520957
Price: 5050 KES
Availability: OutOfStock
ISBN: 9783319520957

1st ed. 2017

by Lorenzo Zambotti

Book Details

Format Paperback / softback

Book Series Lecture Notes in Mathematics

ISBN-10 3319520954

ISBN-13 9783319520957

Edition 1st ed. 2017

Publisher Springer International Publishing AG

Imprint Springer International Publishing AG

Country of Manufacture CH

Country of Publication GB

Publication Date Feb 28th, 2017

Print length 162 Pages

Weight 284 grams

Dimensions 23.50 x 15.60 x 1.00 cms

Product Classification: Probability & statistics Probability and statistics Stochastics

KSh 5,050.00

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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.

Get Random Obstacle Problems by Lorenzo Zambotti at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has 162 pages.