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From probability to PDEs : Stochastic differential equations and applications
| dc.contributor | González Nogueras, María del Mar |
| dc.contributor.author | Luque Medina, Jennifer |
| dc.contributor.other | Universitat Politècnica de Catalunya. Departament de Matemàtica Aplicada I |
| dc.date.accessioned | 2014-10-20T10:51:21Z |
| dc.date.available | 2014-10-20T10:51:21Z |
| dc.date.issued | 2014-07 |
| dc.identifier.uri | http://hdl.handle.net/2099.1/23138 |
| dc.description.abstract | The goal of this project is to give probabilistic representations of solution of different types of PDEs. In particular, we study the Brownian motion and relate this concept with the solution of linear PDEs. Moreover, we study the fractional Laplacian starting from long jump random walks. Finally, we give a probabilistic solution of nonlinear PDEs thanks to the Brownian snake and relate this type of PDE with the singular Yamabe problem. |
| dc.language.iso | eng |
| dc.publisher | Universitat Politècnica de Catalunya |
| dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Equacions diferencials i integrals::Equacions en derivades parcials |
| dc.subject.lcsh | Differential equations, Elliptic |
| dc.subject.other | PDEs |
| dc.subject.other | Brownian motion |
| dc.subject.other | Brownian snake |
| dc.subject.other | Random walks |
| dc.title | From probability to PDEs : Stochastic differential equations and applications |
| dc.type | Master thesis |
| dc.subject.lemac | Equacions diferencials el·líptiques |
| dc.subject.ams | Classificació AMS::35 Partial differential equations::35J Partial differential equations of elliptic type |
| dc.identifier.slug | FME-1059 |
| dc.rights.access | Open Access |
| dc.date.updated | 2014-07-19T04:27:41Z |
| dc.audience.educationlevel | Màster |
| dc.audience.mediator | Universitat Politècnica de Catalunya. Facultat de Matemàtiques i Estadística |
| dc.audience.degree | MÀSTER UNIVERSITARI EN MATEMÀTICA AVANÇADA I ENGINYERIA MATEMÀTICA (Pla 2010) |
