On confined McKean Langevin processes satisfying the mean no-permeability boundary condition

DOI10.1016/J.SPA.2011.07.006zbMATH Open1234.60061OpenAlexW2060301170MaRDI QIDQ645593FDOQ645593

Jean-François Jabir, Mireille Bossy

Publication date: 10 November 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.07.006

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zbMATH Keywords

Lagrangian stochastic modelMcKean Langevin equationmean no-permeability conditionspecular boundary condition

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic particle methods (65C35)

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Cited In (10)

• Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary
• Stochastic downscaling method: application to wind refinement
• Local Existence of Analytical Solutions to an Incompressible Lagrangian Stochastic Model in a Periodic Domain
• Some limiting laws associated with the integrated Brownian motion
• Langevin Process Reflected on a Partially Elastic Boundary II
• Particle approximation for Lagrangian stochastic models with specular boundary condition
• Lagrangian stochastic models with specular boundary condition
• Boundary Conditions and Subelliptic Estimates for Geometric Kramers-Fokker-Planck Operators on Manifolds with Boundaries
• A stable Langevin model with diffusive-reflective boundary conditions
• A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries

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