Statistics of bounded processes driven by Poisson white noise
Statistical Mechanics
2018-10-16 v1
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.
Cite
@article{arxiv.1807.03198,
title = {Statistics of bounded processes driven by Poisson white noise},
author = {S. I. Denisov and Yu. S. Bystrik},
journal= {arXiv preprint arXiv:1807.03198},
year = {2018}
}
Comments
16 pages, 2 figures