Stochastic differential equations for mutually reflecting Brownian balls
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Publication:1819468
zbMath0613.60057MaRDI QIDQ1819468
Hiroshi Tanaka, Yasumasa Saisho
Publication date: 1986
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
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Long time behavior of stochastic hard ball systems ⋮ An infinite system of Brownian balls with infinite range interaction. ⋮ ON BOUNCING GEOMETRIC BROWNIAN MOTIONS ⋮ A system of infinitely many mutually reflecting Brownian balls in \(\mathbb{R}^ d\) ⋮ On the equation describing the random motion of mutually reflecting molecules ⋮ Skorohod problems with nonsmooth boundary conditions ⋮ Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme ⋮ Infinite system of Brownian balls with interaction: the non-reversible case ⋮ Infinite particle systems with hard-core and long-range interaction ⋮ Infinite-dimensional diffusion processes with singular interaction ⋮ Diffusion with interactions and collisions between coloured particles and the propagation of chaos ⋮ Stochastic differential equations for multi-dimensional domain with reflecting boundary
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