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

DOI10.1016/j.spa.2011.07.006zbMath1234.60061MaRDI QIDQ645593

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

zbMATH Keywords

Lagrangian stochastic model; McKean Langevin equation; mean no-permeability condition; specular boundary condition

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60K35: Interacting random processes; statistical mechanics type models; percolation theory

65C35: Stochastic particle methods

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