| 书目名称 | Random Obstacle Problems |
| 副标题 | École d‘Été de Proba |
| 编辑 | Lorenzo Zambotti |
| 视频video | |
| 概述 | Provides a self-contained presentation in a clear and pedagogical style.Includes a special chapter on Bessel processes with detailed discussions of results scattered across the literature.Offers an or |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 2017 |
| 关键词 | Reflection on an obstacle; Stochastic partial differential equations; Brownian motion; Local time; Integ |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-52096-4 |
| isbn_softcover | 978-3-319-52095-7 |
| isbn_ebook | 978-3-319-52096-4Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer International Publishing AG 2017 |
发表于 2025-3-21 16:51:54
