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On Problems in Stochastic Differential Equations Connected with Some Particular Type of Interacting Particles

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Stochastic Processes and their Applications

Part of the book series: Mathematics and Its Applications (Soviet Series) ((MAIA,volume 61))

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Summary

A model of interacting particles suggested by the dynamic of interacting molecules in a gas-phase, with possibility of temporary absorption by a liquid layer at the boundary of the domain where they move is presented. The mathematical consistency of the model raises problems as to the existence and uniqueness of a non classical diffusion with sticky boundary and a new problem on non linear markovian diffusions with reflexion.

We present here these problems and the partial answers (concerning existence) which we know, following essentially the ideas of C. GRAHAM [4].

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© 1990 Kluwer Academic Publishers

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Metivier, M. (1990). On Problems in Stochastic Differential Equations Connected with Some Particular Type of Interacting Particles. In: Albeverio, S., Streit, L., Blanchard, P. (eds) Stochastic Processes and their Applications. Mathematics and Its Applications (Soviet Series), vol 61. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-2117-7_14

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  • DOI: https://doi.org/10.1007/978-94-009-2117-7_14

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-7452-0

  • Online ISBN: 978-94-009-2117-7

  • eBook Packages: Springer Book Archive

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