Interacting particle systems with sticky boundary

Abstract

In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $\Omega$ 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.