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Del 2181 - Lecture Notes in Mathematics
Random Obstacle Problems
École d'Été de Probabilités de Saint-Flour XLV - 2015
Häftad, Engelska, 2017
375 kr
Skickas inom 10-15 vardagar
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.