Diffusion Processes with Reflection

Verfügbarkeit:
Auf Lager.
Artikelnummer:
1362678
  • Produktbeschreibung

    Diffusion Processes with Reflection

    In recent years diffusion processes with reflection have been subject of active research in the field of probability theory and stochastic analysis, where such reflected processes arise in quite various manners. The present work deals with two rather different types of reflected diffusion processes. In the first part we prove pathwise differentiabilty results for Skorohod SDEs with respect to the initial condition, in particular we consider processes on convex polyhedrons with oblique reflection at the boundary as well as processes on bounded smooth domains with normal reflection. In the second part a particle approximation of the Wasserstein diffusion is established, where the approximating process can be intepreted as a system of interacting Bessel processes with small Bessel dimension. More precisely, we introduce a reversible particle system, whose associated empirical measure process converges weakly to the Wasserstein diffusion in the high-density limit. Moreover, we prove regularity properties of the approximating system, in particular Feller properties, using tools from harmonic analysis on weighted Sobolev spaces.
  • Zusatzinformation

    Autor
    Bindung
    Taschenbuch
    Verlag
    Südwestdeutscher Verlag für Hochschulschriften
    ISBN / EAN
    9783838109282
  • Sie könnten auch an folgenden Produkten interessiert sein

    Art.Nr. 1028277

    Reiß:Praxisbuch IT-Dokumentation

    79,95
    Art.Nr. 1698114

    Quaschning,V.:Regenerative Energ.m.DVD

    53,90
    Art.Nr. 1851710

    Oehlke:Hymenopterorum catal ogus 16

    525,50
  • 0 Kundenmeinungen

    Schreiben Sie selbst eine Rezension

    Ihre Meinung interessiert uns – und hilft anderen Kunden bei der Auswahl.