On confined McKean Langevin processes satisfying the mean no-permeability boundary condition

DOI10.1016/j.spa.2011.07.006zbMath1234.60061OpenAlexW2060301170MaRDI QIDQ645593

Jean-François Jabir, Mireille Bossy

Publication date: 10 November 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.07.006

zbMATH Keywords

Lagrangian stochastic modelMcKean Langevin equationmean no-permeability conditionspecular boundary condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic particle methods (65C35)

Related Items (10)

A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries ⋮ Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary ⋮ Boundary Conditions and Subelliptic Estimates for Geometric Kramers-Fokker-Planck Operators on Manifolds with Boundaries ⋮ Particle approximation for Lagrangian stochastic models with specular boundary condition ⋮ Stochastic downscaling method: application to wind refinement ⋮ A stable Langevin model with diffusive-reflective boundary conditions ⋮ Some limiting laws associated with the integrated Brownian motion ⋮ Local Existence of Analytical Solutions to an Incompressible Lagrangian Stochastic Model in a Periodic Domain ⋮ Lagrangian stochastic models with specular boundary condition ⋮ Langevin Process Reflected on a Partially Elastic Boundary II

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