Brownian flow on a finite interval with jump boundary conditions

DOI10.3934/DCDSB.2006.6.867MaRDI QIDQ2471401zbMATH OpenOpenAlexFDO

Authors Elena Kosygina

Publication date 22 February 2008

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2006.6.867

zbMATH Keywords

embedded Markov chainHopf's ratio ergodic theoremstationary ergodic measure

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Brownian motion (60J65)

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Cited in

(6)

• Level-crossing intensity for the density of the image of Lebesgue measure under the action of a Brownian stochastic flow
• Dependence of eigenvalues on the diffusion operators with random jumps from the boundary
• Diffusions with holding and jumping boundary
• Spectral analysis of Brownian motion with jump boundary
• On the spectral gap of Brownian motion with jump boundary
• Spectral analysis of diffusions with jump boundary

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