Random Obstacle Problems: École d'Été de Probabilités de Saint-Flour XLV - 2015


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Description

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.

Author: Lorenzo Zambotti
Publisher: Springer
Published: 02/28/2017
Pages: 162
Binding Type: Paperback
Weight: 0.56lbs
Size: 9.21h x 6.14w x 0.38d
ISBN13: 9783319520957
ISBN10: 3319520954
BISAC Categories:
- Mathematics | Probability & Statistics | General