Displaying similar documents to “Variational principles for a relativistic stochastic mechanics”

A second order SDE for the Langevin process reflected at a completely inelastic boundary

Jean Bertoin (2008)

Journal of the European Mathematical Society

Similarity:

It was shown in [2] 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.