{ "id": "1112.3242", "version": "v1", "published": "2011-12-14T15:01:40.000Z", "updated": "2011-12-14T15:01:40.000Z", "title": "SDE with oblique reflection on domains defined by multiple constraints", "authors": [ "Myriam Fradon" ], "comment": "11 pages, 1 figure", "journal": "Electronic Communications in Probability, Vol. 18 No. 26 (2013)", "doi": "10.1214/ECP.v18-2730", "categories": [ "math.PR" ], "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 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.", "revisions": [ { "version": "v1", "updated": "2011-12-14T15:01:40.000Z" } ], "analyses": { "subjects": [ "60K35", "60J55", "60H10" ], "keywords": [ "oblique reflection", "multiple constraints", "hard core dynamics", "unique strong solution" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 11, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2011arXiv1112.3242F" } } }