Langevin Process Reflected on a Partially Elastic Boundary II (Q2865109)

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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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