Stochastic differential equations with sticky reflection and boundary diffusion

DOI10.1214/17-EJP27zbMath1357.60061MaRDI QIDQ508460

Martin Grothaus, Robert Vosshall

Publication date: 7 February 2017

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

Full work available at URL: https://projecteuclid.org/euclid.ejp/1485486107

zbMATH Keywords

stochastic differential equationsinteracting particle systemsWentzell boundary conditionsboundary diffusionssingular interactionssticky reflectionstrong Feller properties

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dirichlet forms (31C25) Diffusion processes (60J60) Second-order elliptic equations (35J15) Diffusion processes and stochastic analysis on manifolds (58J65) Boundary theory for Markov processes (60J50)

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