A stable Langevin model with diffusive-reflective boundary conditions-Reference-Cited by-同舟云学术

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A stable Langevin model with diffusive-reflective boundary conditions

Published:2019-11 Issue:11 Volume:129 Page:4269-4293
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Jabir Jean-François,Profeta Christophe

Funder

Russian Academic Excellence

FONDECYT INICIACIÓN

Núcleo Milenio MESCD

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference27 articles.

1. Lévy Processes;Bertoin,1996

2. Reflecting a Langevin process at an absorbing boundary;Bertoin;Ann. Probab.,2007

3. A second order SDE for the Langevin process reflected at a completely inelastic boundary;Bertoin;J. Eur. Math. Soc.,2008

4. Excursions of Markov Processes;Blumenthal,1992

5. On confined McKean Langevin processes satisfying the mean no-permeability condition;Bossy;Stochastic Process. Appl.,2011

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1. Fractional diffusion limit for a kinetic Fokker–Planck equation with diffusive boundary conditions in the half-line;The Annals of Probability;2024-09-01

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