A Langevin process reflected at a partially elastic boundary. I
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Publication:655323
DOI10.1016/j.spa.2011.08.003zbMath1262.60078arXiv1004.1953MaRDI QIDQ655323
Publication date: 4 January 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.1953
renewal theory; stationarity; ladder height process; reflecting boundary; Langevin process; second-order reflection
60G10: Stationary stochastic processes
60J50: Boundary theory for Markov processes
60H20: Stochastic integral equations
60K05: Renewal theory
Related Items
On the structure of the singular set for the kinetic Fokker–Planck equations in domains with boundaries, Telegraph process with elastic boundary at the origin, A stable Langevin model with diffusive-reflective boundary conditions, Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin, Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary, Langevin Process Reflected on a Partially Elastic Boundary II
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