2006/10/14 by Jean Bertoin, Bertoin, Jean
Biochemistry, Genetics and Molecular Biology · Mathematics · Medicine · Physics and Astronomy · #60 J 55. Secondary 34 A 12 #Advanced MRI Techniques and Applications #FOS: Mathematics #Primary 60 H 10 #Probability (math.PR) #Spectroscopy Techniques in Biomedical and Chemical Research #math.PR #msc:10 #msc:12 #msc:34 #msc:55. #msc:60 #stochastic dynamics and bifurcation
paper · pdf · doi:10.48550/arxiv.math/0610442
arxiv created 2006/10/14 · openalex publication_date 2006/10/14 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
It was shown recently that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic differential equation with constraints, which is in sharp contrast with a deterministic analog.