CONSTRUCTION OF ELLIPTIC DIFFUSIONS WITH REFLECTING BOUNDARY CONDITION AND AN APPLICATION TO CONTINUOUS N-PARTICLE SYSTEMS WITH SINGULAR INTERACTIONS

DOI10.1017/S001309150600160XzbMath1155.60027OpenAlexW2030198991MaRDI QIDQ3520174

Torben Fattler, Martin Grothaus

Publication date: 15 August 2008

Published in: Proceedings of the Edinburgh Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s001309150600160x

zbMATH Keywords

diffusion processsymmetric Dirichlet formsreflecting boundary conditionself-adjoint generatorinteracting continuous particle systemsassociated Markov process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Boundary value problems for second-order elliptic equations (35J25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Boundary value problems on manifolds (58J32)

Related Items (5)

\(N/V\)-limit for stochastic dynamics in continuous particle systems ⋮ Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions ⋮ Construction of \({\mathcal L}^{p}\)-strong Feller processes via Dirichlet forms and applications to elliptic diffusions ⋮ On the stochastic regularity of distorted Brownian motions ⋮ Construction and strong Feller property of distorted elliptic diffusion with reflecting boundary

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