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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}}