Coupling for drifted Brownian motion on an interval with redistribution from the boundary

DOI10.1214/ECP.v19-2756zbMath1300.60097MaRDI QIDQ743092

Iddo Ben-Ari

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

Brownian motionredistributionspectral gapcouplingjump processspeed of convergencespectral gap propertyjump-boundaryefficient coupling

Mathematics Subject Classification ID

Brownian motion (60J65) Estimates of eigenvalues in context of PDEs (35P15) Stopping times; optimal stopping problems; gambling theory (60G40)

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