Etude d'une équation différentielle stochastique non linéaire avec temps local, modèle limité pour un système de particules avec interaction à la frontière. (Study of a nonlinear stochastic differential equation with local times, limit model for a

DOI10.1007/BF01447656zbMath0685.60082OpenAlexW2912982724MaRDI QIDQ1826224

Sophie Weinryb

Publication date: 1989

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01447656

zbMATH Keywords

propagation of chaossystem of particleslimit behavior of diffusing particlespenetrable boundary

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary

Cites Work

• Unnamed Item
• 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
• On skew Brownian motion
• On the uniqueness of solutions of stochastic differential equations

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