Reflecting a Langevin Process at an Absorbing Boundary

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dc.creatorBertoin, Jean
dc.date2006-01-26
dc.date.accessioned2026-07-07T06:59:21Z
dc.date.available2026-07-07T06:59:21Z
dc.descriptionWe consider a Langevin process with white noise random forcing. We suppose that the energy of the particle is instantaneously absorbed when it hits some fixed obstacle. We show that nonetheless, the particle can be instantaneously reflected, and study some properties of this reflecting solution.
dc.identifierhttps://arxiv.org/abs/math/0601657
dc.identifierhttp://arxiv.org/abs/math/0601657
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/107715
dc.subjectProbability
dc.subject60 J 50, 60 J 55
dc.titleReflecting a Langevin Process at an Absorbing Boundary
dc.typetext

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