Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection

DOI10.1007/BF01200497zbMath0820.60083OpenAlexW1995505877MaRDI QIDQ1804995

Carl Graham

Publication date: 31 August 1995

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

Full work available at URL: https://doi.org/10.1007/bf01200497

zbMATH Keywords

homogenizationpropagation of chaosdiffusion with sticky reflectionmartingale problem formulation

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) Functional limit theorems; invariance principles (60F17)

Related Items

Functional convergence to the local time of a sticky diffusion ⋮ Sticky Brownian Motion and Its Numerical Solution

Cites Work

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• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary
• System of interacting particles and nonlinear diffusion reflecting in a domain with sticky boundary
• Probability Metrics
• Stochastic differential equations with reflecting boundary conditions