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.
Citation
Myriam Fradon. "Stochastic differential equations on domains defined by multiple constraints." Electron. Commun. Probab. 18 1 - 13, 2013. https://doi.org/10.1214/ECP.v18-2730
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