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
The lecture outlines the most important mathematical facts about stochastic processes which are desc...
Pour publication dans "Journal of Statistical Physics"The diffusion over a simple parabolic barrier ...
We prove existence, regularity in Hölder classes and estimates from above and below of the fundament...
We consider a Langevin process with white noise random forcing. We suppose that the energy of the pa...
AbstractConsider a Langevin process, that is an integrated Brownian motion, constrained to stay in [...
27 pages, 1 figureConsider a Langevin process, that is an integrated Brownian motion, constrained to...
This thesis proposes an encounter between a stochastic object, the Langevin process, that is the int...
We consider a Langevin process with white noise random forcing. We suppose that the energy of the pa...
26 pages, 6 figuresInternational audienceIn a recent article, Krapivsky and Redner (J. Stat. Mech. 0...
The Fractional Langevin equation describes the motion of a particle under the influence of a random ...
© 2005 American Institute of Physics. The electronic version of this article is the complete one and...
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochasti...
In this note, we consider the construction of a one-dimensional stable Langevin type process confine...
Asymptotic problems for stochastic processes with reflection and for related partial differential e...
We study balanced model reduction of partially-observed linear stochastic dierential equations of L...
The lecture outlines the most important mathematical facts about stochastic processes which are desc...
Pour publication dans "Journal of Statistical Physics"The diffusion over a simple parabolic barrier ...
We prove existence, regularity in Hölder classes and estimates from above and below of the fundament...
We consider a Langevin process with white noise random forcing. We suppose that the energy of the pa...
AbstractConsider a Langevin process, that is an integrated Brownian motion, constrained to stay in [...
27 pages, 1 figureConsider a Langevin process, that is an integrated Brownian motion, constrained to...
This thesis proposes an encounter between a stochastic object, the Langevin process, that is the int...
We consider a Langevin process with white noise random forcing. We suppose that the energy of the pa...
26 pages, 6 figuresInternational audienceIn a recent article, Krapivsky and Redner (J. Stat. Mech. 0...
The Fractional Langevin equation describes the motion of a particle under the influence of a random ...
© 2005 American Institute of Physics. The electronic version of this article is the complete one and...
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochasti...
In this note, we consider the construction of a one-dimensional stable Langevin type process confine...
Asymptotic problems for stochastic processes with reflection and for related partial differential e...
We study balanced model reduction of partially-observed linear stochastic dierential equations of L...
The lecture outlines the most important mathematical facts about stochastic processes which are desc...
Pour publication dans "Journal of Statistical Physics"The diffusion over a simple parabolic barrier ...
We prove existence, regularity in Hölder classes and estimates from above and below of the fundament...