Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary

DOI10.1016/J.SPL.2013.05.033zbMath1329.60272OpenAlexW2107101426MaRDI QIDQ2435738

Thomas Önskog

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-205515

zbMATH Keywords

polytopesreflecting boundaryintegrated Brownian motionLagrangian stochastic modelLangevin processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Boundary theory for Markov processes (60J50)

Cites Work

• On conditional McKean Lagrangian stochastic models
• On confined McKean Langevin processes satisfying the mean no-permeability boundary condition
• A Langevin process reflected at a partially elastic boundary. I
• The successive hitting times for the integrated Brownian motion
• Stochastic downscaling method: application to wind refinement
• Lagrangian stochastic models with specular boundary condition
• Reflecting a Langevin process at an absorbing boundary
• A winding problem for a resonator driven by a white noise
• Turbulent Flows

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