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Ecole d'été de probabilités de Saint-Flour XLV
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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| Lenguaje: | eng |
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Springer
2017
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-52096-4 http://cds.cern.ch/record/2253951 |