Browsing Mathematics by Subject "Brownian motion"
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Brownian particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits. In this thesis, we pioneer the use of Skorohod maps in establishing the hydrodynamic behavior of an interacting particle system. This technique has the benefit of using stochastic methods to show both existence and uniqueness ...