Langevin Process Reflected on a Partially Elastic Boundary II (Q2865109)
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English | Langevin Process Reflected on a Partially Elastic Boundary II |
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Langevin Process Reflected on a Partially Elastic Boundary II (English)
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28 November 2013
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Langevin process
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second-order reflection
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recurrent extension
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excursion measure
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stochastic differential equation
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\(h\)-transform
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