Publication: A second order SDE for the Langevin process reflected at a completely inelastic boundary
A second order SDE for the Langevin process reflected at a completely inelastic boundary
Date
Date
Date
2008
Journal Article
Published version
| cris.lastimport.scopus | 2025-07-25T03:42:13Z | |
| cris.lastimport.wos | 2025-08-09T01:32:07Z | |
| dc.contributor.institution | University of Zurich | |
| dc.date.accessioned | 2013-05-29T09:57:15Z | |
| dc.date.available | 2013-05-29T09:57:15Z | |
| dc.date.issued | 2008 | |
| dc.description.abstract | It was shown in [J. Bertoin, Ann. Probab. 35, No. 6, 2021 132037] that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic differential equation with constraints, which is in sharp contrast with a deterministic analog. | |
| dc.identifier.doi | 10.4171/JEMS/125 | |
| dc.identifier.issn | 1435-9855 | |
| dc.identifier.scopus | 2-s2.0-48549098645 | |
| dc.identifier.uri | https://www.zora.uzh.ch/handle/20.500.14742/92014 | |
| dc.identifier.wos | 000257869200003 | |
| dc.language.iso | eng | |
| dc.subject.ddc | 510 Mathematics | |
| dc.title | A second order SDE for the Langevin process reflected at a completely inelastic boundary | |
| dc.type | article | |
| dcterms.accessRights | info:eu-repo/semantics/openAccess | |
| dcterms.bibliographicCitation.journaltitle | Journal of the European Mathematical Society | |
| dcterms.bibliographicCitation.number | 3 | |
| dcterms.bibliographicCitation.originalpublishername | European Mathematical Society | |
| dcterms.bibliographicCitation.pageend | 639 | |
| dcterms.bibliographicCitation.pagestart | 625 | |
| dcterms.bibliographicCitation.volume | 10 | |
| dspace.entity.type | Publication | en |
| uzh.contributor.affiliation | Sorbonne Universite | |
| uzh.contributor.author | Bertoin, J | |
| uzh.contributor.correspondence | Yes | |
| uzh.document.availability | content_undefined | |
| uzh.eprint.datestamp | 2013-05-29 09:57:15 | |
| uzh.eprint.lastmod | 2025-08-09 01:37:56 | |
| uzh.eprint.statusChange | 2013-05-29 09:57:15 | |
| uzh.harvester.eth | Yes | |
| uzh.harvester.nb | No | |
| uzh.identifier.doi | 10.5167/uzh-78172 | |
| uzh.jdb.eprintsId | 13264 | |
| uzh.oastatus.unpaywall | bronze | |
| uzh.oastatus.zora | Hybrid | |
| uzh.publication.citation | Bertoin, J (2008). A second order SDE for the Langevin process reflected at a completely inelastic boundary. Journal of the European Mathematical Society, 10(3):625-639. | |
| uzh.publication.freeAccessAt | UNSPECIFIED | |
| uzh.publication.originalwork | original | |
| uzh.publication.publishedStatus | final | |
| uzh.relatedUrl.url | http://www.ams.org/mathscinet-getitem?mr=2421156 | |
| uzh.relatedUrl.url | http://www.zentralblatt-math.org/zbmath/search/?q=an%3A1169.60009 | |
| uzh.scopus.impact | 5 | |
| uzh.scopus.subjects | General Mathematics | |
| uzh.scopus.subjects | Applied Mathematics | |
| uzh.workflow.doaj | uzh.workflow.doaj.false | |
| uzh.workflow.eprintid | 78172 | |
| uzh.workflow.fulltextStatus | public | |
| uzh.workflow.revisions | 61 | |
| uzh.workflow.rightsCheck | nichtoffen | |
| uzh.workflow.status | archive | |
| uzh.wos.impact | 6 | |
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