Stationary distributions for diffusions with inert drift

DOI10.1007/s00440-008-0182-6zbMath1210.60058arXiv0804.2029OpenAlexW2000653061WikidataQ56894429 ScholiaQ56894429MaRDI QIDQ843701

Richard F. Bass, Krzysztof Burdzy, Martin Hairer, Zhen-Qing Chen

Publication date: 15 January 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.2029

zbMATH Keywords

stationary distributiondistorted reflected Brownian motionReflecting Brownian motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items

Convergence of jump processes with stochastic intensity to Brownian motion with inert drift ⋮ Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier ⋮ The inert drift atlas model ⋮ Stationary distributions for jump processes with memory ⋮ Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity ⋮ Spinning Brownian motion ⋮ Billiards with Markovian reflection laws ⋮ Deterministic approximations of random reflectors ⋮ Gravitation versus Brownian motion

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