scientific article; zbMATH DE number 4169778

zbMATH Open0711.60050MaRDI QIDQ3496984FDOQ3496984

Authors: Michel Métivier 

Publication date: 1990

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 4078464
• Etude d'une équation différentielle stochastique non linéaire avec temps local, modèle limité pour un système de particules avec interaction à la frontière. (Study of a nonlinear stochastic differential equation with local times, limit model for a
• The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary
• Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection
• scientific article; zbMATH DE number 4149330

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)

Cited In (13)

• Fick law and sticky Brownian motions
• Collision or non-collision problem for interacting Brownian particles.
• On a family of coupled diffusions that can never change their initial order
• Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift
• Stochastic differential equations with sticky reflection and boundary diffusion
• Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier
• A diffusion process in a singular mean-drift-field
• Title not available (Why is that?)
• Etude d'une équation différentielle stochastique non linéaire avec temps local, modèle limité pour un système de particules avec interaction à la frontière. (Study of a nonlinear stochastic differential equation with local times, limit model for a particle system with interaction at the boundary)
• An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line
• System of sticking diffusion particles of variable mass
• Sticky particles and stochastic flows
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3496984)