Diffusion processes with reflection.

MaRDI QIDQ5390329zbMATH OpenFDO

Authors Sebastian Andres

Publication date 1 April 2011

Full work available at URL http://opus.kobv.de/tuberlin/volltexte/2009/2233/

Mathematics Subject Classification ID

Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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• scientific article; zbMATH DE number 4174067

Cited in

(8)

• Pathwise differentiability of reflected diffusions in convex polyhedral domains
• From large deviations to semidistances of transport and mixing: coherence analysis for finite Lagrangian data
• Bismut-Elworthy's formula and random walk representation for SDEs with reflection
• Dimension-free local convergence and perturbations for reflected Brownian motions
• Particle approximation of the Wasserstein diffusion
• Diffusion approximation for a class of transport processes with physical reflection boundary conditions
• Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows
• The Fleming-Viot process with McKean-Vlasov dynamics

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