LDR 02741cam0a2200349   4500
010    _a9783319520957
       _bbr.
090    _a16247
101    _aeng
102    _aCH
100    _a20110708              frey50       
200    _aRandom obstacle problems
       _bCONG
       _eécole d'été de probabilités de Saint-Flour XLV - 2015
       _fLorenzo Zambotti
210    _aCham
       _cSpringer
       _d2017
215    _a1 vol. (IX-162 p.)
       _cfig.
       _d24
225    _aLecture notes in mathematics
       _v2181
       _9168961
       _x0075-8434
       _iécole d'été de probabilités de Saint-Flour
320    _aBibliogr. p. 159-162
330    _aPublisher’s description: 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.
410    _9132706
       _aSpringer
       _tLecture notes in mathematics
       _x0075-8434
676    _a2010
686    _9165439
       _a60-02
       _bProbability theory and stochastic processes
       _xResearch exposition (monographs, survey articles)
       _20
686    _9165530
       _a60J65
       _bProbability theory and stochastic processes -- Markov processes
       _xBrownian motion
       _20
686    _9165479
       _a60G07
       _bProbability theory and stochastic processes -- Stochastic processes
       _xGeneral theory of processes
       _20
686    _9165508
       _a60H15
       _bProbability theory and stochastic processes -- Stochastic analysis
       _xStochastic partial differential equations
       _20
686    _9163671
       _a35K86
       _bPartial differential equations -- Parabolic equations and systems
       _xNonlinear parabolic unilateral problems and nonlinear parabolic variational inequalities
       _20
701    _4070
       _aZambotti
       _bLorenzo
       _f1973-
       _9183116
710    _4070
       _9167607
       _aécole d'été de probabilités de Saint-Flour
       _d45
       _eSaint-Flour
       _f2015
856    _uhttps://link.springer.com/book/10.1007%2F978-3-319-52096-4
       _zSpringerlink - résumé
856    _uhttps://zbmath.org/?q=an:06685515
       _zzbMath
856    _uhttp://www.ams.org/mathscinet-getitem?mr=3616274
       _zMSN
905    _aaw
       _b2017
906    _aaw
       _b2017-12-08
001     16247
995    _f12439-01
       _xachat Ebsco
       _918555
       _cCMI
       _20
       _kEcole STF
       _o0
       _eSalle S
       _z29
       _bCMI
Languages: English | Français | |