Particle approximation for Lagrangian Stochastic Models with specular boundary condition
Probability
2018-03-13 v3
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.
Keywords
Cite
@article{arxiv.1504.07296,
title = {Particle approximation for Lagrangian Stochastic Models with specular boundary condition},
author = {Mireille Bossy and Jean-Francois Jabir},
journal= {arXiv preprint arXiv:1504.07296},
year = {2018}
}