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arXiv · 1112.3242

SDE with oblique reflection on domains defined by multiple constraints

Myriam Fradon
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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 reflection, or oblique reflection with a fixed oblicity matrix. An application is given concerning the clustering at equilibrium of particles around a large attractive sphere.

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Myriam Fradon. 2011-12-14. SDE with oblique reflection on domains defined by multiple constraints. https://doi.org/10.1214/ecp.v18-2730

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