Stochastic differential equations for mutually reflecting Brownian balls
type: Item
instance of: scholarly article
title: Stochastic differential equations for mutually reflecting Brownian balls
zbMATH Open document ID: 0613.60057
author: Yasumasa Saisho
author: Hiroshi Tanaka
published in: Osaka Journal of Mathematics
publication date: 1986-01-01T00:00:00Z
review text: The authors construct a random motion of mutually reflecting hard balls of given diameter in \({\mathbb{R}}^ d\) by solving certain stochastic differential equations with a kind of singular drift. The results rely heavily on Skorohod's equation.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34F05
zbMATH DE Number: 3992566
zbMATH Keywords: Brownian balls
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Skorohod's equation
reviewed by: Andrew Dale
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3992566