Résumé
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.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 291-302 |
| Nombre de pages | 12 |
| journal | Probability Theory and Related Fields |
| Volume | 101 |
| Numéro de publication | 3 |
| Les DOIs | |
| état | Publié - 1 sept. 1995 |
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