A Langevin process reflected at a partially elastic boundary. I

DOI10.1016/J.SPA.2011.08.003zbMath1262.60078arXiv1004.1953OpenAlexW1980710422MaRDI QIDQ655323

Emmanuel Jacob

Publication date: 4 January 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.1953

zbMATH Keywords

renewal theorystationarityladder height processreflecting boundaryLangevin processsecond-order reflection

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Boundary theory for Markov processes (60J50) Stochastic integral equations (60H20) Renewal theory (60K05)

Related Items (6)

On the structure of the singular set for the kinetic Fokker–Planck equations in domains with boundaries ⋮ Telegraph process with elastic boundary at the origin ⋮ Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary ⋮ Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin ⋮ A stable Langevin model with diffusive-reflective boundary conditions ⋮ Langevin Process Reflected on a Partially Elastic Boundary II

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