Article ID Journal Published Year Pages File Type
10525787 Statistics & Probability Letters 2013 9 Pages PDF
Abstract
Exploiting an explicit projection from the real line into an interval, we prove existence and pathwise uniqueness of one-dimensional Langevin processes confined to an interval with perfect reflection at the boundary. This result is subsequently generalized to multi-dimensional Langevin processes confined to box domains or general polytopes.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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