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Lagrangian stochastic model 1 McKean Langevin equation 1 Mean no-permeability condition 1 Specular boundary condition 1
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Bossy, Mireille 1 Jabir, Jean-François 1
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Stochastic Processes and their Applications 1
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On confined McKean Langevin processes satisfying the mean no-permeability boundary condition
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...
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