Coupling for drifted Brownian motion on an interval with redistribution from the boundary
type: Item
instance of: scholarly article
title: Coupling for drifted Brownian motion on an interval with redistribution from the boundary
zbMATH Open document ID: 1300.60097
author: Iddo Ben-Ari
published in: Electronic Communications in Probability
publication date: 2014-09-22T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 35P15
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 6346961
zbMATH Keywords: Brownian motion
zbMATH Keywords: coupling
zbMATH Keywords: efficient coupling
zbMATH Keywords: redistribution
zbMATH Keywords: jump-boundary
zbMATH Keywords: spectral gap property
zbMATH Keywords: jump process
zbMATH Keywords: speed of convergence
zbMATH Keywords: spectral gap
MaRDI profile type: Publication
DOI: 10.1214/ECP.V19-2756
Recommended article: On Brownian motion with irregular drift
Recommended article: Q4281435
Recommended article: The Asymptotic Behavior of a Brownian Motion with a Drift from a Random Domain
Recommended article: A boundary-crossing result for Brownian motion
Recommended article: Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
Recommended article: On Coupling of Brownian Bridges
Recommended article: Q5293447
description: scientific article; zbMATH DE number 6346961