Lagrangian stochastic models with specular boundary condition

DOI10.1016/j.jfa.2014.11.016zbMath1325.60113arXiv1304.6050OpenAlexW2010939513MaRDI QIDQ2338948

Jean-François Jabir, Mireille Bossy

Publication date: 27 March 2015

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.6050

zbMATH Keywords

well-posednesstrace problemspecular boundary conditionLagrangian stochastic modelsMcKean-Vlasov-Fokker-Planck equationconditional McKean Lagrangian modelmean no-permeability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear boundary value problems for ordinary differential equations (34B15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic integral equations (60H20) Vlasov equations (35Q83) Fokker-Planck equations (35Q84)

Related Items (6)

On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient ⋮ A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries ⋮ Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary ⋮ Particle approximation for Lagrangian stochastic models with specular boundary condition ⋮ A stable Langevin model with diffusive-reflective boundary conditions ⋮ Modeling the wind circulation around mills with a Lagrangian stochastic approach

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