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arxiv: 1508.02519 · v1 · pith:MHCFI2EUnew · submitted 2015-08-11 · 🧮 math.PR

Interacting particle systems with sticky boundary

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keywords boundarycaseinteractingparticlepointstartingstickyunder
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In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $\Omega$ 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.

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