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Erschienen in:
2017 | OriginalPaper | Buchkapitel
1. Introduction
verfasst von : Lorenzo Zambotti
Erschienen in: Random Obstacle Problems
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Abstract
This course is about some fine properties of stochastic processes with reflection on a boundary. In the first lectures we present some interesting one-dimensional examples, the reflecting Brownian motion and the Bessel processes. However this serves mainly as a warm-up for the next chapters where we study a class of function-valued processes. Indeed, the main focus of the course is on solutions to stochastic partial differential equations with reflection on an obstacle.