Particle approximation for Lagrangian stochastic models with specular boundary condition

DOI10.1214/18-ECP108zbMath1390.60201arXiv1504.07296MaRDI QIDQ1748567

Mireille Bossy, Jean-François Jabir

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.07296

zbMATH Keywords

propagation of chaosstochastic particle systemsLagrangian stochastic model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear boundary value problems for ordinary differential equations (34B15) Vlasov equations (35Q83) Fokker-Planck equations (35Q84)

Related Items

A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries

Cites Work

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• On conditional McKean Lagrangian stochastic models
• On confined McKean Langevin processes satisfying the mean no-permeability boundary condition
• The successive hitting times for the integrated Brownian motion
• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• Lagrangian stochastic models with specular boundary condition
• Some limiting laws associated with the integrated Brownian motion
• Stochastic Lagrangian method for downscaling problems in computational fluid dynamics

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