Stochastic differential equations on domains defined by multiple constraints

Myriam Fradon (Université Lille1)


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.

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Pages: 1-13

Publication Date: April 12, 2013

DOI: 10.1214/ECP.v18-2730


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