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 = {}, pages = {no. 16, 1-11}, issn = {1083-589X}, doi = {10.1214/ECP.v19-2756}, url = {http://ecp.ejpecp.org/article/view/2756}}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.