Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated. (English) Zbl 0547.60080

A nonlinear diffusion satisfying a normal reflecting boundary condition is constructed and a result of propagation of chaos for a system of interacting diffusing particles with normal reflecting boundary conditions is proved. Then a Gaussian limit for the fluctuation field which is defined in \(L^ 2_ 0(B)\) of a Wiener type space B is obtained. The covariance of the Gaussian limit is computed in terms of a Hilbert-Schmidt operator on \(L^ 2_ 0(B)\). (Author’s abstract)
Reviewer: D.Dawson


60J60 Diffusion processes
60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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