LEADER 02575nam a2200385 i 4500 001 991003406789707536 006 m o d 007 cr |n||||||||| 008 170801t20172017sz ob 100 0 eng d 020 $a9783319520964$qelectronic book 020 $a3319520962$qelectronic book 035 $ab14328896-39ule_inst 040 $aBibl. Dip.le Aggr. Matematica e Fisica - Sez. Matematica$beng 082 04$a519.22$223 084 $aLC QA274.25.Z36 100 1 $aZambotti, Lorenzo$0739979 245 10$aRandom obstacle problems$h[e-book] :$bÉcole d'Été de Probabilités de Saint-Flour XLV - 2015 /$cLorenzo Zambotti 264 1$a[Cham], Switzerland :$bThis Springer imprint is published by Springer Nature,$c[2017] 264 4$c©2017 300 $a1 online resource (ix, 164 pages) 336 $atext$btxt$2rdacontent 337 $acomputer$2rdamedia 338 $aonline resource$2rdacarrier 490 1 $aLecture notes in mathematics,$x0075-8434 ;$v2181 504 $aIncludes bibliographical references 505 0 $a1 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 520 $aStudying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflection at a boundary, this book begins with a discussion of classical one-dimensional diffusions as the reflecting Brownian motion, devoting a chapter to Bessel processes, and moves on to function-valued solutions to SPDEs. Inspired by the classical stochastic calculus for diffusions, which is unfortunately still unavailable in infinite dimensions, it uses integration by parts formulae on convex sets of paths in order to describe the behaviour of the solutions at the boundary and the contact set between the solution and the obstacle. The text may serve as an introduction to space-time white noise, SPDEs and monotone gradient systems. Numerous open research problems in both classical and new topics are proposed 650 0$aStochastic partial differential equations$vCongresses 711 2 $aEcole d'été de probabilités de Saint-Flour$n<45th ;$d2015 ;$cSaint-Flour, France> 856 40$uhttps://link.springer.com/book/10.1007/978-3-319-52096-4$zAn electronic book accessible through the World Wide 907 $a.b14328896$b03-03-22$c01-08-17 912 $a991003406789707536 996 $aRandom obstacle problems$91466423 997 $aUNISALENTO 998 $ale013$b01-08-17$cm$d@ $e-$feng$gsz $h0$i0