| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 11001573 | Physica A: Statistical Mechanics and its Applications | 2019 | 20 Pages |
Abstract
We study the statistical properties of jump processes in a bounded domain that are driven by Poisson white noise. We derive the corresponding Kolmogorov-Feller equation and provide a general representation for its stationary solutions. Exact stationary solutions of this equation are found and analyzed in two particular cases. All our analytical findings are confirmed by numerical simulations.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
S.I. Denisov, Yu.S. Bystrik,