About: Random obstacle problems, École d'Été de Probabilités de Saint-Flour XLV

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About: Random obstacle problems, École d'Été de Probabilités de Saint-Flour XLV - 2015 Goto Sponge NotDistinct Permalink

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type	frbr:Work rdac:C10001
Author	École d'été de probabilités de Saint-Flour (45 ; 2015 ; Saint-Flour, Cantal) Zambotti, Lorenzo (19..-....)
alternative label	Random Obstacle Problems
dc:subject	Probabilities Mathematics Statistiques Probability Theory and Stochastic Processes Processus stochastiques Probabilités Équations aux dérivées partielles stochastiques Équations différentielles paraboliques -- Théorie asymptotique
preferred label	Random obstacle problems, École d'Été de Probabilités de Saint-Flour XLV - 2015
Language	http://lexvo.org/id/iso639-3/eng
Subject	http://www.idref.fr/028627008/id http://www.idref.fr/077065670/id http://www.idref.fr/027241289/id http://www.idref.fr/027241300/id http://www.idref.fr/031696821/id
dc:title	Random obstacle problems, École d'Été de Probabilités de Saint-Flour XLV - 2015
note	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
dc:type	Text
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rdaw:P10219	2017
has content type	http://rdaregistry.info/termList/RDAContentType/1020
is primary topic of	http://www.idref.fr/205436889
is rdam:P30135 of	http://www.sudoc.fr/199534055/id http://www.sudoc.fr/198868421/id

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