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001 978-3-319-52096-4
003 DE-He213
005 20181204134420.0
007 cr nn 008mamaa
008 170227s2017 gw | s |||| 0|eng d
020 _a9783319520964
_9978-3-319-52096-4
024 7 _a10.1007/978-3-319-52096-4
_2doi
040 _aISI Library, Kolkata
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
072 7 _aPBT
_2thema
072 7 _aPBWL
_2thema
082 0 4 _a519.2
_223
100 1 _aZambotti, Lorenzo.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aRandom Obstacle Problems
_h[electronic resource] :
_bÉcole d'Été de Probabilités de Saint-Flour XLV - 2015 /
_cby Lorenzo Zambotti.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2017.
300 _aIX, 162 p. 20 illus., 2 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aÉcole d'Été de Probabilités de Saint-Flour,
_x0721-5363 ;
_v2181
505 0 _a1 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.
520 _aStudying 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.
650 0 _aDistribution (Probability theory.
650 1 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319520957
776 0 8 _iPrinted edition:
_z9783319520971
830 0 _aÉcole d'Été de Probabilités de Saint-Flour,
_x0721-5363 ;
_v2181
856 4 0 _uhttps://doi.org/10.1007/978-3-319-52096-4
912 _aZDB-2-SMA
942 _cEB
950 _aMathematics and Statistics (Springer-11649)
999 _c427200
_d427200