École d'Été de Probabilités de Saint-Flour XLV - 2015
by
Lorenzo Zambotti
Language: English
Release Date: February 27, 2017
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...