کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4589917 1334919 2015 73 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Lagrangian stochastic models with specular boundary condition
ترجمه فارسی عنوان
مدلهای تصادفی لاگرانژی با شرایط مرزی چشمگیر
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
چکیده انگلیسی

In this paper, we prove the well-posedness of a conditional McKean Lagrangian stochastic model, endowed with the specular boundary condition, and further the mean no-permeability condition, in a smooth bounded confinement domain DD. This result extends our previous work [5], where the confinement domain was the upper-half plane and where the specular boundary condition has been constructed owing to some well known results on the law of the passage times at zero of the Brownian primitive. The extension of the construction to more general confinement domain exhibits difficulties that we handle by combining stochastic calculus and the analysis of kinetic equations. As a prerequisite for the study of the nonlinear case, we construct a Langevin process confined in D¯ and satisfying the specular boundary condition. We then use PDE techniques to construct the time-marginal densities of the nonlinear process from which we are able to exhibit the conditional McKean Lagrangian stochastic model.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 268, Issue 6, 15 March 2015, Pages 1309–1381
نویسندگان
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