scientific article; zbMATH DE number 4169778

MaRDI QIDQ3496984zbMATH OpenFDO

Authors Michel Métivier

Publication date 1990

zbMATH Keywords

martingale probleminteracting particlesdiffusion with sticky boundary

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(13)

• Fick law and sticky Brownian motions
• Collision or non-collision problem for interacting Brownian particles.
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• Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift
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• Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier
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