On the Spectral Gap of Brownian Motion with Jump Boundary
Achim Wübker (University of Osnabrück)
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.
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Pages: 1214-1237
Publication Date: July 4, 2011
DOI: 10.1214/EJP.v16-903
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