On the Spectral Gap of Brownian Motion with Jump Boundary
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1. | Title | Title of document | On the Spectral Gap of Brownian Motion with Jump Boundary |
2. | Creator | Author's name, affiliation, country | Martin Kolb; University of Oxford; United Kingdom |
2. | Creator | Author's name, affiliation, country | Achim Wübker; University of Osnabrück; Germany |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Brownian motion, coupling; jump-boundary; spectral gap property; jump-process; speed of convergence; spectral gap |
3. | Subject | Subject classification | 35P15; 60J65 |
4. | Description | 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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | DFG |
7. | Date | (YYYY-MM-DD) | 2011-07-04 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/903 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v16-903 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 16 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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