Statistics of bounded processes driven by Poisson white noise

DOI10.1016/J.PHYSA.2018.09.158OpenAlexW2963361689WikidataQ129183919 ScholiaQ129183919MaRDI QIDQ2155391FDOQ2155391

Authors: S. I. Denisov, Yu. S. Bystrik 

Publication date: 15 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.03198

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zbMATH Keywords

Poisson white noiseKolmogorov-Feller equationbounded processesstationary probability density function

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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Cited In (6)

• Exact stationary solutions of the Kolmogorov-Feller equation in a bounded domain
• On the influence of reflective boundary conditions on the statistics of Poisson-Kac diffusion processes
• White noise of Poisson random measures
• Boundedness vs unboundedness of a noise linked to Tsallis \(q\)-statistics: the role of the overdamped approximation
• On jump-diffusive driving noise sources. Some explicit results and applications
• A stage structured demographic model with ``no-regression growth: the case of constant development rate

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