Reflecting a Langevin Process at an Absorbing Boundary

Details Reflecting a Langevin Process at an Absorbing Boundary Reflecting a Langevin Process at an Absorbing Boundary

2006-01-26

arxiv.org/abs/math/0601657v1

Mathematics

Probability

Scientific paper

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.

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