Geodesic
A second order SDE for the Langevin process reflected at a completely inelastic boundary
Journal of the European Mathematical Society, Tome 10 (2008) no. 3, pp. 625-639 Cet article a éte moissonné depuis la source EMS Press

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It was shown in [2] 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.
DOI : 10.4171/jems/125
Classification : 60-XX, 34-XX, 00-XX
Keywords: Langevin process, reflection, stochastic differential equation 
@article{JEMS_2008_10_3_a2,
     author = {Jean Bertoin},
     title = {A second order {SDE} for the {Langevin} process reflected at a completely inelastic boundary},
     journal = {Journal of the European Mathematical Society},
     pages = {625--639},
     year = {2008},
     volume = {10},
     number = {3},
     doi = {10.4171/jems/125},
     url = {http://geodesic.mathdoc.fr/articles/10.4171/jems/125/}
}
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Jean Bertoin. A second order SDE for the Langevin process reflected at a completely inelastic boundary. Journal of the European Mathematical Society, Tome 10 (2008) no. 3, pp. 625-639. doi: 10.4171/jems/125

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