Publication: Reflecting a Langevin process at an absorbing boundary
Reflecting a Langevin process at an absorbing boundary
Date
Date
Date
2007
Journal Article
Published version
Citations
Bertoin, J. (2007). Reflecting a Langevin process at an absorbing boundary. The Annals of Probability, 35(6), 2021–2037. https://doi.org/10.1214/009117906000001213
Abstract
Abstract
Abstract
We consider a Langevin process with white noise random forcing. We suppose that the energy of the particle is instantaneously absorbed when it hits some fixed obstacle. We show that nonetheless, the particle can be instantaneously reflected, and study some properties of this reflecting solution.
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64 since deposited on 2013-05-29
Acq. date: 2025-11-12
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114 since deposited on 2013-05-29
Acq. date: 2025-11-12
Additional indexing
Creators (Authors)
- Bertoin, Jean
Volume
Volume
Volume
35
Number
Number
Number
6
Page range/Item number
Page range/Item number
Page range/Item number
2021
Page end
Page end
Page end
2037
Item Type
Item Type
Item Type
Journal Article
In collections
Language
Language
Language
English
Publication date
Publication date
Publication date
2007
Date available
Date available
Date available
2013-05-29
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
0091-1798
OA Status
OA Status
OA Status
Hybrid
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Free Access at
Free Access at
DOI
Publisher DOI
Related URLs
Related URLs
Related URLs
Metrics
Downloads
64 since deposited on 2013-05-29
Acq. date: 2025-11-12
Views
114 since deposited on 2013-05-29
Acq. date: 2025-11-12
Citations
Bertoin, J. (2007). Reflecting a Langevin process at an absorbing boundary. The Annals of Probability, 35(6), 2021–2037. https://doi.org/10.1214/009117906000001213
Hybrid Open Access
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