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

associated Markov processdiffusion processinteracting continuous particle systemsreflecting boundary conditionself-adjoint generatorsymmetric Dirichlet forms

Mathematics Subject Classification ID

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

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Cited in

(7)

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

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