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
2 Universidad de Valparaiso [Chile]

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.

Domaines: Mathématiques [math]; Probabilités [math.PR]

Mireille Bossy, Jean-Francois Jabir. Particle approximation for Lagrangian Stochastic Models with specular boundary condition. Electronic Communications in Probability, inPress, ⟨10.1214/18-ECP108⟩. ⟨hal-01147441⟩