Open Access
Translator Disclaimer
2013 Stochastic differential equations on domains defined by multiple constraints
Myriam Fradon
Author Affiliations +
Electron. Commun. Probab. 18: 1-13 (2013). DOI: 10.1214/ECP.v18-2730

Abstract

We present simple assumptions on the constraints defining a hard core dynamics for the associated reflected stochastic differential equation to have a unique strong solution. Time-reversibility is proven for gradient systems with normal or co-normal reflection. An illustration is given concerning the clustering at equilibrium of particles around a large attractive sphere.

Citation

Download Citation

Myriam Fradon. "Stochastic differential equations on domains defined by multiple constraints." Electron. Commun. Probab. 18 1 - 13, 2013. https://doi.org/10.1214/ECP.v18-2730

Information

Accepted: 12 April 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1309.60058
MathSciNet: MR3056063
Digital Object Identifier: 10.1214/ECP.v18-2730

Subjects:
Primary: 60K35
Secondary: 60H10, 60J55

JOURNAL ARTICLE
13 PAGES


SHARE
Back to Top