Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
1984; Elsevier BV; Volume: 56; Issue: 3 Linguagem: Inglês
10.1016/0022-1236(84)90080-6
ISSN1096-0783
Autores Tópico(s)Advanced Mathematical Modeling in Engineering
ResumoA nonlinear diffusion satisfying a normal reflecting boundary condition is constructed and a result of propagation of chaos for a system of interacting diffusing particles with normal reflecting boundary conditions is proven. Then a gaussian limit for the fluctuation field which is defined in L02(B) of a Wiener type space B is obtained. The covariance of the gaussian limit is computed in terms of a Hilbert-Schmidt operator on L02(B).
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