Stochastic differential equations with sticky reflection and boundary diffusion
DOI10.1214/17-EJP27zbMATH Open1357.60061MaRDI QIDQ508460FDOQ508460
Authors: Martin Grothaus, Robert Voßhall 
Publication date: 7 February 2017
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejp/1485486107
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stochastic differential equationsinteracting particle systemsWentzell boundary conditionsboundary diffusionssingular interactionssticky reflectionstrong Feller properties
Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Diffusion processes and stochastic analysis on manifolds (58J65) Boundary theory for Markov processes (60J50) Second-order elliptic equations (35J15)
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