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

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

Paperback

Probability & Statistics

ISBN10: 3319520954
ISBN13: 9783319520957
Publisher: Springer
Published: Feb 28 2017
Pages: 162
Weight: 0.56
Height: 0.38 Width: 6.14 Depth: 9.21
Language: English
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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Probability & Statistics