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Particle approximation for Lagrangian Stochastic Models with specular boundary condition

Mireille Bossy 1 Jean-Francois Jabir 2
1 TOSCA - TO Simulate and CAlibrate stochastic models
CRISAM - Inria Sophia Antipolis - Méditerranée , IECL - Institut Élie Cartan de Lorraine : UMR7502
Abstract : In this paper, we prove a particle approximation, in the sense of the propagation of chaos, of a Lagrangian stochastic model submitted to specular boundary condition and satisfying the mean no-permeability condition.
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https://hal.inria.fr/hal-01147441
Contributor : Mireille Bossy <>
Submitted on : Thursday, April 30, 2015 - 1:53:34 PM
Last modification on : Thursday, July 8, 2021 - 5:55:50 PM

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Mireille Bossy, Jean-Francois Jabir. Particle approximation for Lagrangian Stochastic Models with specular boundary condition. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), In press, ⟨10.1214/18-ECP108⟩. ⟨hal-01147441⟩

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