Reflecting a Langevin process at an absorbing boundary

DOI10.1214/009117906000001213zbMath1132.60057arXivmath/0601657OpenAlexW2951879261MaRDI QIDQ2460318

Jean Bertoin

Publication date: 14 November 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601657

zbMATH Keywords

reflectionexcursionLangevin processabsorbing boundary

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50)

Related Items (10)

On the structure of the singular set for the kinetic Fokker–Planck equations in domains with boundaries ⋮ Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary ⋮ On confined McKean Langevin processes satisfying the mean no-permeability boundary condition ⋮ Excursions of the integral of the Brownian motion ⋮ A Langevin process reflected at a partially elastic boundary. I ⋮ A second order SDE for the Langevin process reflected at a completely inelastic boundary ⋮ Boundary Conditions and Subelliptic Estimates for Geometric Kramers-Fokker-Planck Operators on Manifolds with Boundaries ⋮ A stable Langevin model with diffusive-reflective boundary conditions ⋮ Some limiting laws associated with the integrated Brownian motion ⋮ Langevin Process Reflected on a Partially Elastic Boundary II

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