Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motions

DOI10.1016/J.SPA.2005.03.002zbMath1073.60080OpenAlexW2085065957MaRDI QIDQ2485855

Ross G. Pinsky

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2005.03.002

zbMATH Keywords

diffusioninvariant measureergodic processh-transform

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (1)

Brownian motion in trapping enclosures: steep potential wells, bistable wells and false bistability of induced Feynman–Kac (well) potentials

Cites Work

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• On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
• Brownian motion on the figure eight
• Optimal Lower Bound for the Gap Between the First Two Eigenvalues of One-Dimensional Schrodinger Operators with Symmetric Single-Well Potentials
• The Eigenvalue Gap for One-Dimensional Convex Potentials
• On the first two eigenvalues of Sturm-Liouville operators

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