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Random Obstacle Problems|Lorenzo Zambotti

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

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Overview

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.

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Details

  • ISBN-13: 9783319520957
  • ISBN-10: 3319520954
  • Publisher: Springer
  • Publish Date: February 2017
  • Dimensions: 9.21 x 6.14 x 0.38 inches
  • Shipping Weight: 0.56 pounds
  • Page Count: 162

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