The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary. Graham, C. Ann. Inst. H. Poincaré Probab. Statist., 24(1):45–72, 1988.
The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary [link]Paper  bibtex   
@article{MR937956,
	Author = {Graham, Carl},
	Coden = {AHPBAR},
	Date-Added = {2011-08-08 13:16:47 -0500},
	Date-Modified = {2011-08-08 13:17:36 -0500},
	Fjournal = {Annales de l'Institut Henri Poincar{\'e}. Probabilit{\'e}s et Statistique},
	Issn = {0246-0203},
	Journal = {Ann. Inst. H. Poincar{\'e} Probab. Statist.},
	Keywords = {Sticky Brownian Motion},
	Mrclass = {60H10 (60G44 60J50 60J55 60K35)},
	Mrnumber = {937956 (89k:60075)},
	Number = {1},
	Pages = {45--72},
	Title = {The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary},
	Url = {http://www.numdam.org/item?id=AIHPB_1988__24_1_45_0},
	Volume = {24},
	Year = {1988},
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	Bdsk-Url-1 = {http://www.ams.org/mathscinet-getitem?mr=937956},
	Bdsk-Url-2 = {http://www.numdam.org/item?id=AIHPB_1988__24_1_45_0}}

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