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Self-Normalized Processes
Qi-Man Shao, Tze Leung Lai og 1 annen
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Del av serien Probability and Its Applications
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Random Obstacle Problems
Av Lorenzo Zambotti, 2017.Del av serien Lecture Notes in Mathematics.
Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015
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.
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Random Obstacle Problems
Av Lorenzo Zambotti, 2017.Del av serien Lecture Notes in Mathematics.
Ecole d'Ete de Probabilites de Saint-Flour XLV - 2015
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.
Oppdag mer
Normalpris: 399,-
359,-
Spar 40,-
Laveste pris siste 30 dager: 339,-
PocketEngelsk
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 20 dager
359,-
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