How to cite item

Stochastic differential equations on domains defined by multiple constraints

   
@article{ECP2730,
	author = {Myriam Fradon},
	title = {Stochastic differential equations on domains defined by multiple constraints},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {Skorokhod Equation ; hard core interaction ; geometrical constraints ; local time},
	abstract = {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 or co-normal reflection. An illustration is given concerning the clustering at equilibrium of particles around a large attractive sphere.},
	pages = {no. 26, 1-13},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-2730},    
        url = {http://ecp.ejpecp.org/article/view/2730}}