Coupling for drifted Brownian motion on an interval with redistribution from the boundary

DOI10.1214/ECP.V19-2756MaRDI QIDQ743092zbMATH OpenFDO

Authors Iddo Ben-Ari

Publication date 22 September 2014

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

zbMATH Keywords

Brownian motioncouplingredistributionspectral gapjump processspeed of convergencespectral gap propertyjump-boundaryefficient coupling

Mathematics Subject Classification ID

Brownian motion (60J65) Estimates of eigenvalues in context of PDEs (35P15) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• On Brownian motion with irregular drift
• scientific article; zbMATH DE number 512566
• The asymptotic behavior of a Brownian motion with a drift from a random domain
• A boundary-crossing result for Brownian motion
• Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
• On Coupling of Brownian Bridges
• The exterior Dirichlet problem and Brownian motion with drift

Cited in

(4)

• 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
• Dependence of eigenvalues on the diffusion operators with random jumps from the boundary
• Spectral analysis of the multidimensional diffusion operator with random jumps from the boundary

This page was built for publication: Coupling for drifted Brownian motion on an interval with redistribution from the boundary

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q743092)