Bertoin, Jean (2007). Reflecting a Langevin process at an absorbing boundary. The Annals of Probability, 35(6):2021-2037.
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.
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.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Scopus Subject Areas: | Physical Sciences > Statistics and Probability
Social Sciences & Humanities > Statistics, Probability and Uncertainty |
| Language: | English |
| Date: | 2007 |
| Deposited On: | 29 May 2013 15:16 |
| Last Modified: | 24 Jan 2022 01:00 |
| Publisher: | Institute of Mathematical Statistics |
| ISSN: | 0091-1798 |
| OA Status: | Hybrid |
| Free access at: | Publisher DOI. An embargo period may apply. |
| Publisher DOI: | https://doi.org/10.1214/009117906000001213 |
| Related URLs: | http://www.ams.org/mathscinet-getitem?mr=2353380 http://www.zentralblatt-math.org/zbmath/search/?q=an%3A1132.60057 |
Bertoin, Jean