System of interacting particles and nonlinear diffusion reflecting in a domain with sticky boundary

DOI10.1007/BF00354761MaRDI QIDQ1263173zbMATH OpenOpenAlexFDO

Authors Carl Graham, Michel Métivier

Publication date 1989

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00354761

zbMATH Keywords

interactionsnonlinear McKean-Vlasov diffusionpropagation of chaosstatistical mechanicssticky boundarysystems of interacting particlesweak

Mathematics Subject Classification ID

Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Convergence of probability measures (60B10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Random measures (60G57) Stochastic analysis (60H99) Boundary theory for Markov processes (60J50) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Review text

See the preview in Zbl 0659.60133.

Cites work

• Diffusion processes with boundary conditions
• scientific article; zbMATH DE number 3773426 (Why is no real title available?)
• scientific article; zbMATH DE number 3776555 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• Probability Metrics
• Small Random perturbation of dynamical systems with reflecting boundary
• Stochastic differential equations with reflecting boundary conditions
• The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary

Cited in

(8)

• Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection
• Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
• Pathwise McKean-Vlasov theory with additive noise
• Measure-dependent non-linear diffusions with superlinear drifts: asymptotic behaviour of the first exit-times
• Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations
• McKean–Vlasov stochastic differential equations with oblique reflection on non-smooth time-dependent domains
• Systems of sticky particles governed by Burgers' equation
• Nonlinear limit for a system of diffusing particles which alternate between two states

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