Stochastic differential equations for mutually reflecting Brownian balls (Q1819468)
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scientific article; zbMATH DE number 3992566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations for mutually reflecting Brownian balls |
scientific article; zbMATH DE number 3992566 |
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Stochastic differential equations for mutually reflecting Brownian balls (English)
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1986
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The authors construct a random motion of mutually reflecting hard balls of given diameter in \({\mathbb{R}}^ d\) by solving certain stochastic differential equations with a kind of singular drift. The results rely heavily on Skorohod's equation.
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Brownian balls
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stochastic differential equations
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Skorohod's equation
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