Bossy, Mireille; Jabir, Jean-François - In: Stochastic Processes and their Applications 121 (2011) 12, pp. 2751-2775
We construct a confined Langevin type process aimed to satisfy a mean no-permeability condition at the boundary. This Langevin process lies in the class of conditional McKean Lagrangian stochastic models studied by Bossy, Jabir and Talay (2010) [5]. The confined process considered here is a...