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.
Type de document :
Article dans une revue
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), A Paraître
Liste complète des métadonnées

https://hal.inria.fr/hal-01147441
Contributeur : Mireille Bossy <>
Soumis le : jeudi 30 avril 2015 - 13:53:34
Dernière modification le : mercredi 17 janvier 2018 - 00:14:54

Identifiants

  • HAL Id : hal-01147441, version 1
  • ARXIV : 1504.07296

Citation

Mireille Bossy, Jean-Francois Jabir. Particle approximation for Lagrangian Stochastic Models with specular boundary condition. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), A Paraître. 〈hal-01147441〉

Partager

Métriques

Consultations de la notice

128