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2018 Particle approximation for Lagrangian Stochastic Models with specular boundary condition
Mireille Bossy, Jean-François Jabir
Electron. Commun. Probab. 23(none): 1-14 (2018). DOI: 10.1214/18-ECP108

Abstract

In this paper, we prove a particle approximation, in the sense of the propagation of chaos, of a Lagrangian stochastic model submitted to specular boundary condition and satisfying the mean no-permeability condition.

Citation

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Mireille Bossy. Jean-François Jabir. "Particle approximation for Lagrangian Stochastic Models with specular boundary condition." Electron. Commun. Probab. 23 1 - 14, 2018. https://doi.org/10.1214/18-ECP108

Information

Received: 26 November 2016; Accepted: 16 January 2018; Published: 2018
First available in Project Euclid: 27 February 2018

zbMATH: 1390.60201
MathSciNet: MR3771773
Digital Object Identifier: 10.1214/18-ECP108

Subjects:
Primary: 34B15, 35Q83, 35Q84, 60H10

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