How to cite item

On the Spectral Gap of Brownian Motion with Jump Boundary

   
@article{EJP903,
	author = {Martin Kolb and Achim Wübker},
	title = {On the Spectral Gap of Brownian Motion with Jump Boundary},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {16},
	year = {2011},
	keywords = {Brownian motion, coupling; jump-boundary; spectral gap property; jump-process; speed of convergence; spectral gap},
	abstract = {In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are dierent and mainly probabilistic relying on coupling methods adapted to the special situation under investigation. Moreover we answer a question raised by Ben-Ari and Pinsky concerning the dependence of the spectral gap from the jump distribution in a multi-dimensional setting.},
	pages = {no. 43, 1214-1237},
	issn = {1083-6489},
	doi = {10.1214/EJP.v16-903},    
        url = {http://ejp.ejpecp.org/article/view/903}}