Statistics of bounded processes driven by Poisson white noise

DOI10.1016/J.PHYSA.2018.09.158MaRDI QIDQ2155391zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

Poisson white noiseKolmogorov-Feller equationbounded processesstationary probability density function

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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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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