Coupling for drifted Brownian motion on an interval with redistribution from the boundary
@article{ECP2756,
author = {Iddo Ben-Ari},
title = {Coupling for drifted Brownian motion on an interval with redistribution from the boundary},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {19},
year = {2014},
keywords = {Brownian Motion;Brownian motion; coupling; efficient coupling; redistribution; jump-boundary; spectral gap property; jump-process; speed of convergence; spectral gap},
abstract = {We answer a question by Kolb and Wubker on the threshold drift for Brownian motion on an interval with redistribution from the boundary. We do that by constructing an efficient coupling.
},
pages = {no. 16, 1-11},
issn = {1083-589X},
doi = {10.1214/ECP.v19-2756},
url = {http://ecp.ejpecp.org/article/view/2756}}