A stable Langevin model with diffusive-reflective boundary conditions
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Publication:2010478
DOI10.1016/j.spa.2018.11.020zbMath1448.60104arXiv1706.08681OpenAlexW2726221426WikidataQ128835203 ScholiaQ128835203MaRDI QIDQ2010478
Christophe Profeta, Jean-François Jabir
Publication date: 27 November 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.08681
Stable stochastic processes (60G52) Boundary theory for Markov processes (60J50) Limit theorems in probability theory (60F99)
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