A second order SDE for the Langevin process reflected at a completely inelastic boundary
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چکیده
منابع مشابه
A second order SDE for the Langevin process reflected at a completely inelastic boundary
It was shown in [J. Bertoin, Ann. Probab. 35, No. 6, 2021 132037] that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic differential equation with constraints, which is in sharp contrast with a deterministic analog. DOI: https://doi...
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ژورنال
عنوان ژورنال: Journal of the European Mathematical Society
سال: 2008
ISSN: 1435-9855
DOI: 10.4171/jems/125