2006/01/26 by Jean Bertoin, Bertoin, Jean
Mathematics · Physics and Astronomy · #60 J 50 #60 J 55 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #math.PR #msc:50 #msc:55 #msc:60
paper · pdf · doi:10.48550/arxiv.math/0601657
arxiv created 2006/01/26 · openalex publication_date 2006/01/26 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider a Langevin process with white noise random forcing. We suppose that the energy of the particle is instantaneously absorbed when it hits some fixed obstacle. We show that nonetheless, the particle can be instantaneously reflected, and study some properties of this reflecting solution.