System of interacting particles and nonlinear diffusion reflecting in a domain with sticky boundary

DOI10.1007/BF00354761zbMath0687.60087OpenAlexW1989511153MaRDI QIDQ1263173

Carl Graham, Michel Métivier

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00354761

zbMATH Keywords

interactionsstatistical mechanicspropagation of chaosweaksystems of interacting particlesnonlinear McKean-Vlasov diffusionsticky boundary

Mathematics Subject Classification ID

Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57) Convergence of probability measures (60B10) Boundary theory for Markov processes (60J50) Stochastic analysis (60H99) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (4)

Pathwise McKean-Vlasov theory with additive noise ⋮ Nonlinear limit for a system of diffusing particles which alternate between two states ⋮ Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection ⋮ Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation

Cites Work

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• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary
• Probability Metrics
• Stochastic differential equations with reflecting boundary conditions
• Small Random perturbation of dynamical systems with reflecting boundary
• Diffusion processes with boundary conditions

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