Random Obstacle Problems

Explore the intricate world of stochastic processes with "Random Obstacle Problems" by Lorenzo Zambotti, published by Springer International Publishing AG in 2017. This engaging first edition spans 162 pages and delves into the fine properties of solutions to stochastic (partial) differential equations, particularly focusing on reflections at boundaries. The book begins with a thorough exploration of classical one-dimensional diffusions, such as reflecting Brownian motion, before transitioning into a detailed examination of Bessel processes. It continues to unfold complex concepts related to function-valued solutions to SPDEs, making it an invaluable resource for those interested in advanced mathematical topics. Ideal for both students and professionals in the field, this book offers a comprehensive approach to understanding the dynamics of these equations. Enhance your mathematical knowledge and problem-solving skills with this essential addition to your library.