Langevin process reflected on a partially elastic boundary. II (Q2865109)
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scientific article; zbMATH DE number 6234276
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| English | Langevin process reflected on a partially elastic boundary. II |
scientific article; zbMATH DE number 6234276 |
Statements
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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0.8851832151412964
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0.826450765132904
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0.8162621855735779
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0.7394784688949585
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