Stochastic differential equations for mutually reflecting Brownian balls (Q1819468)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations for mutually reflecting Brownian balls |
scientific article |
Statements
Stochastic differential equations for mutually reflecting Brownian balls (English)
0 references
1986
0 references
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.
0 references
Brownian balls
0 references
stochastic differential equations
0 references
Skorohod's equation
0 references
