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

By Lorenzo Zambotti

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.

• Format: Paperback
• Language: English
• ISBN: 3319520954
• ISBN13: 9783319520957
• Release Date: February 2017
• Publisher: Springer
• Length: 162 Pages
• Weight: 0.56 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"