Interacting particle systems with sticky boundary
Probability
2015-08-12 v1
Abstract
In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain with sticky boundary. Under appropriate conditions on the interaction the constructed process solves the underlying SDE for every starting point in the state space. Moreover, we also obtain a solution for q.e. starting point in the case of singular interactions which generalizes former results. Finally, the setting is applied to the case of particles diffusing in a chromatography tube.
Cite
@article{arxiv.1508.02519,
title = {Interacting particle systems with sticky boundary},
author = {Robert Voßhall},
journal= {arXiv preprint arXiv:1508.02519},
year = {2015}
}
Comments
arXiv admin note: text overlap with arXiv:1412.3975