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Stochastic differential equations for mutually reflecting Brownian balls. (English) Zbl 0613.60057

The authors construct a random motion of mutually reflecting hard balls of given diameter in \({\mathbb{R}}^ d\) by solving certain stochastic differential equations with a kind of singular drift. The results rely heavily on Skorohod’s equation.
Reviewer: A.Dale

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05 Ordinary differential equations and systems with randomness
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