Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier
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Publication:2657918
DOI10.1214/19-AAP1536zbMath1464.60080arXiv1710.06562MaRDI QIDQ2657918
Publication date: 18 March 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.06562
Brownian motionhydrodynamic limitfree boundary problemspropagation of chaosreflected diffusionsSkorohod maps
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Local time and additive functionals (60J55)
Related Items (4)
Convergence of jump processes with stochastic intensity to Brownian motion with inert drift ⋮ A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries ⋮ The inert drift atlas model ⋮ Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity
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