Interacting particle systems with sticky boundary

preprint2015arXivOpen access

Abstract

In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain ΩΩ with sticky boundary. Under appropriate conditions on the interaction the constructed process solves the underlying SDE for every starting point in the state space. Moreover, we also obtain a solution for q.e. starting point in the case of singular interactions which generalizes former results. Finally, the setting is applied to the case of particles diffusing in a chromatography tube.

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