Abstract
We study a process reflecting in a domain. The process follows Wentzell non-sticky boundary conditions while being adsorbed at the boundary at a certain rate with respect to local time and desorbed at a rate with respect to natural time. We show that when the rates go to infinity with a converging ratio, the process converges to a process with sticky reflection having the limit ratio as the sojourn coefficient. We then study a mean-field interacting system of such particles. We show propagation of chaos to a nonlinear diffusion with sticky reflection when we perform this homogenization simultaneously as the number of particles goes to infinity.
| Original language | English |
|---|---|
| Pages (from-to) | 291-302 |
| Number of pages | 12 |
| Journal | Probability Theory and Related Fields |
| Volume | 101 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Sept 1995 |
Keywords
- Mathematics Subject Classifications (1991): 60F17, 60K35, 35K60