The integrated Brownian motion is sometimes known as the Langevin process.
Lachal studied several excursion laws induced by the latter. Here we follow a
different point of view developed by Pitman for general stationary processes.
We first construct a stationary Langevin process and then determine explicitly
its stationary excursion measure. This is then used to provide new descriptions
of Ito's excursion measure of the Langevin process reflected at a completely
inelastic boundary, which has been introduced recently by Bertoin.Comment: In this second version, some consequent changes of notations and
presentation. The space we work on for Proposition 2 and Theorem 2 changed a
bit (the proofs are unchanged
