Statistics of bounded processes driven by Poisson white noise
arXiv:1807.03198 · doi:10.1016/j.physa.2018.09.158
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.
arXiv comment16 pages, 2 figures
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