Diffusion approximation for a class of transport processes with physical reflection boundary conditions

DOI10.1214/aop/1176990335zbMath0735.60080OpenAlexW2094958315MaRDI QIDQ1176363

Cristina Costantini

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990335

zbMATH Keywords

stochastic differential equationweak convergencediffusion approximationrandom evolutionsemimartingalereflection problemstochastic shocks

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

Related Items (10)

Transport processes with random jump rate ⋮ Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts ⋮ The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations ⋮ Hydrodynamics limits for the Boltzmann process ⋮ Diffusion approximation of stochastic master equations with jumps ⋮ A stable Langevin model with diffusive-reflective boundary conditions ⋮ A NOTE ON THE SMOLUCHOWSKI–KRAMERS APPROXIMATION FOR THE LANGEVIN EQUATION WITH REFLECTION ⋮ The free path in a high velocity random flight process associated to a Lorentz gas in an external field ⋮ DIFFUSION APPROXIMATION FOR TRANSPORT PROCESSES WITH GENERAL REFLECTION BOUNDARY CONDITIONS ⋮ Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes

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