CONSTRUCTION OF ELLIPTIC DIFFUSIONS WITH REFLECTING BOUNDARY CONDITION AND AN APPLICATION TO CONTINUOUS N-PARTICLE SYSTEMS WITH SINGULAR INTERACTIONS

DOI10.1017/S001309150600160XMaRDI QIDQ3520174zbMATH OpenOpenAlexFDO

Authors Torben Fattler, Martin Grothaus

Publication date 15 August 2008

Published in Proceedings of the Edinburgh Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s001309150600160x

zbMATH Keywords

diffusion processsymmetric Dirichlet formsreflecting boundary conditionself-adjoint generatorinteracting continuous particle systemsassociated Markov process

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Boundary value problems for second-order elliptic equations (35J25) Boundary value problems on manifolds (58J32) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(7)

• \(N/V\)-limit for stochastic dynamics in continuous particle systems
• Construction of \({\mathcal L}^{p}\)-strong Feller processes via Dirichlet forms and applications to elliptic diffusions
• On the stochastic regularity of distorted Brownian motions
• Construction and strong Feller property of distorted elliptic diffusion with reflecting boundary
• Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions
• Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition
• An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line

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