Propagation of Chaos for reflecting diffusions with local-time dependent noise
Propagation of Chaos for reflecting diffusions with local-time dependent noise
复制标题
用于反映具有本地时间相关噪声的扩散的混沌传播
DOI：
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发表时间：
2018
期刊：
影响因子：
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通讯作者：
Clayton Barnes
中科院分区：
文献类型：
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作者：
Clayton Barnes
证明了一类扩散系数是边界温度的非线性泛函的反应扩散方程解的存在唯一性。我们这样做是通过研究系统的一维反射扩散的噪声是一个函数的反射当地时间的系统，并通过表征的大尺度（流体动力学）的行为，显示传播的混乱。此外，我们分析了单粒子的情况下，通过计算其反射本地时的命中时间的分布。这项工作是Frank Knight（2001）所做工作的噪声模拟。
We prove existence and uniqueness of a reaction-diffusion equation whose diffusivity is a non-linear functional of the boundary temperature. We do this by studying systems of one-dimensional reflecting diffusions whose noise is a function of the reflection local time of the system, and by characterizing the largescale (hydrodynamic) behavior by showing propagation of chaos. In addition, we analyze the one-particle case by computing the distribution of the hitting times of its reflection local time. This work is the noise analog of work done by Frank Knight (2001).