| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca da FCTUNL Online | Não Ficção | QA273 | QA274. FCT 97692 (Browse shelf) | 1 | Available |
Browsing Biblioteca da FCTUNL Shelves , Shelving location: Online , Collection code: Não Ficção Close shelf browser
| QA273 | QA274. FCT 95546 Wavelet methods in statistics with R | QA273 | QA274. FCT 95720 Linear models and generalizations | QA273 | QA274. FCT 95772 Retrial queueing systems | QA273 | QA274. FCT 97692 Random obstacle problems | QA273 | QA274. FCT 97699 Handbook of uncertainty quantification | QA273 | QA274. FCT 98064 Probabilistic theory of mean field games with applications II | QA273 | QA274. FCT 98107 A parametric approach to nonparametric statistics |
Colocação: Online
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.
There are no comments for this item.