On the spectral gap of Brownian motion with jump boundary

DOI10.1214/EJP.V16-903MaRDI QIDQ638433zbMATH OpenFDO

Authors Martin Kolb, A. Wübker

Publication date 9 September 2011

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.3556, http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle723b.html

zbMATH Keywords

Brownian motionspectral gapjump-boundary

Mathematics Subject Classification ID

Brownian motion (60J65) Estimates of eigenvalues in context of PDEs (35P15)

Abstract: In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly probabilistic relying on coupling methods adapted to the special situation under investigation. Moreover, we answer a question raised by Ben-Ari and Pinsky concerning the dependence of the spectral gap on the jump distribution in a multi-dimensional setting.

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Cited in

(10)

• Spectral analysis of the multidimensional diffusion operator with random jumps from the boundary
• A note on the first passage time of diffusions with holding and jumping boundary
• Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motions
• Spectral analysis of Brownian motion with jump boundary
• Diffusions with holding and jumping boundary
• MULTIPLICITIES OF EIGENVALUES OF THE DIFFUSION OPERATOR WITH RANDOM JUMPS FROM THE BOUNDARY
• Spectral analysis of the diffusion operator with random jumps from the boundary
• Spectral analysis of diffusions with jump boundary
• Ergodic properties of multidimensional Brownian motion with rebirth
• Dependence of eigenvalues on the diffusion operators with random jumps from the boundary

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