Diffusion approximation for a class of transport processes with physical reflection boundary conditions (Q1176363)

Consider a particle moving inside a domain \(D\) in \({\mathfrak R}^ d\) which has a piecewise smooth boundary. When the particle hits the boundary it is reflected so that the angle of reflection equals the angle of incidence. Inside \(D\) the velocity is changing deterministically and, additionally, via stochastic shocks happening at exponential times. First it is shown that the process which consists of the location and the velocity is well-defined for all times. Secondly, a diffusion approximation is given in which the position process is presented as a solution of the oblique reflection problem of Skorokhod. This work is closely related - although the techniques is different - to that of \textit{A. Bensoussan}, \textit{J. L. Lions}, and \textit{G. C. Papanicolaou} [Publ. Res. Inst. Math. Sci., Kyoto Univ. 15, 53-157 (1979; Zbl 0408.60100)].