Stochastic differential equations with sticky reflection and boundary diffusion
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)
- Sticky reflected diffusion processes. In view of stochastic interface models and on general domains
- scientific article; zbMATH DE number 4169778
- Construction and strong Feller property of distorted elliptic diffusion with reflecting boundary
- Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection
- scientific article; zbMATH DE number 4078464
- Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
- scientific article; zbMATH DE number 1559277 (Why is no real title available?)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes
- Reversible coalescing-fragmentating Wasserstein dynamics on the real line
- Behavior near walls in the mean-field approach to crowd dynamics
- Mini-workshop: Variable curvature bounds, analysis and topology on Dirichlet spaces. Abstracts from the mini-workshop held December 5--11, 2021 (hybrid meeting)
- Sticky reflected diffusion processes. In view of stochastic interface models and on general domains
- Construction and analysis of a sticky reflected distorted Brownian motion
- Sticky-reflected stochastic heat equation driven by colored noise
- Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem
- Sticky couplings of multidimensional diffusions with different drifts
- Variational methods for evolution. Abstracts from the workshop held December 5--8, 2023
- The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary
- Some results on stochastic differential equations with reflecting boundary conditions
- Properties of the EMCEL scheme for approximating irregular diffusions
- A functional limit theorem for coin tossing Markov chains
- CONSTRUCTION OF ELLIPTIC DIFFUSIONS WITH REFLECTING BOUNDARY CONDITION AND AN APPLICATION TO CONTINUOUS N-PARTICLE SYSTEMS WITH SINGULAR INTERACTIONS
- scientific article; zbMATH DE number 1210647 (Why is no real title available?)
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