Random Obstacle Problems École d'Été de Probabilités de Saint-Flour XLV - 2015 / by Lorenzo Zambotti.
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-value...
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