23 citations · 72 across the 18 of their papers we have counts for
4 papers · 1 filter
Fluctuation limit for interacting diffusions with partial annihilations through membranes
Zhen-Qing Chen, Wai-Tong Louis Fan
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and est…
Discrete approximations to local times for reflected diffusions
Wai-Tong Louis Fan
We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effe…
Functional central limit theorem for Brownian particles in domains with Robin boundary condition
Zhen-Qing Chen, Wai-Tong Louis Fan
We rigorously derive non-equilibrium space-time fluctuation for the particle density of a system of reflected diffusions in bounded Lipschitz domains in . The particle…
Systems of interacting diffusions with partial annihilation through membranes
Zhen-Qing Chen, Wai-Tong Fan
We introduce an interacting particle system in which two families of reflected diffusions interact in a singular manner near a deterministic interface . This system can be used…