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arxiv: 1112.3242 · v1 · pith:TRJPUMO7new · submitted 2011-12-14 · 🧮 math.PR

SDE with oblique reflection on domains defined by multiple constraints

classification 🧮 math.PR
keywords reflectionconstraintsobliqueapplicationaroundassociatedassumptionsattractive
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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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