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

DOI10.1214/ECP.V19-2756zbMATH Open1300.60097MaRDI QIDQ743092FDOQ743092

Authors: Iddo Ben-Ari 

Publication date: 22 September 2014

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

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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)

Cited In (4)

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

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