Random obstacle problems : école d'été de probabilités de Saint-Flour XLV-2015 / Lorenzo Zambotti

• Autore: Zambotti, Lorenzo
• Pubblicazione: [Cham], : Springer, 2017
• Titolo uniforme: Random obstacle problems
• Descrizione fisica: IX, 162 p. : ill. ; 24 cm
• Soggetto topico: 60H05 - Stochastic integrals [MSC 2020]; 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]; 35R35 - Free boundary problems for PDEs [MSC 2020]; 60J55 - Local time and additive functionals [MSC 2020]; 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]; 35K86 - Unilateral problems for nonlinear parabolic equations and variational inequalities with nonlinear parabolic operators [MSC 2020]
• Soggetto non controllato: Brownian Motions; Integrations by parts formulae; Local time; Reflection on an obstacle; Stochastic Partial Differential Equations
• Titolo autorizzato: Random obstacle problems
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0110686
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-3-319-52096-4