On the Spectral Gap of Brownian Motion with Jump Boundary

On the Spectral Gap of Brownian Motion with Jump Boundary

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 different and mainly probabilistic relying on coupling methods adapted to the special...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Kolb, M, Wübker, A
Fformat:	Journal article
Cyhoeddwyd:	2011

Eitemau Tebyg

Spectral analysis of diffusions with jump boundary
gan: Kolb, M, et al.
Cyhoeddwyd: (2011)

Spectral Analysis of Diffusions with Jump Boundary
gan: Kolb, M, et al.
Cyhoeddwyd: (2011)

Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps
gan: Hamdy M. Ahmed, et al.
Cyhoeddwyd: (2019-02-01)

Spectral Representation and Simulation of Fractional Brownian Motion
gan: Konstantin Rybakov
Cyhoeddwyd: (2025-01-01)

Pricing Vulnerable Options in a Mixed Fractional Brownian Motion with Jumps
gan: Panhong Cheng, et al.
Cyhoeddwyd: (2021-01-01)

Single-trajectory spectral analysis of scaled Brownian motion
gan: Vittoria Sposini, et al.
Cyhoeddwyd: (2019-01-01)

Pricing currency option in a mixed fractional Brownian motion with jumps environment
gan: Shokrollahi, Foad, et al.
Cyhoeddwyd: (2014)

Barrier Option Pricing in the Sub-Mixed Fractional Brownian Motion with Jump Environment
gan: Binxin Ji, et al.
Cyhoeddwyd: (2022-04-01)

Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps
gan: Foad Shokrollahi
Cyhoeddwyd: (2019-04-01)

Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps
gan: Yongqiang Fu, et al.
Cyhoeddwyd: (2021-03-01)

Analysis of a stochastic SEIS epidemic model with the standard Brownian motion and Lévy jump
gan: Mudhafar F. Hama, et al.
Cyhoeddwyd: (2022-06-01)

Brownian motion /
gan: 230165 Hida, Takeyuki
Cyhoeddwyd: (1980)

Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
gan: S. N. I., Ibrahim, et al.
Cyhoeddwyd: (2022)

Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
gan: Shokrollahi, Foad, et al.
Cyhoeddwyd: (2015)

Fractal barrier option pricing under sub-mixed fractional Brownian motion with jump processes
gan: Chao Yue, et al.
Cyhoeddwyd: (2024-10-01)

Pricing green financial options under the mixed fractal Brownian motions with jump diffusion environment
gan: Kung-Chi Chen, et al.
Cyhoeddwyd: (2024-07-01)

Bounded Brownian Motion
gan: Peter Carr
Cyhoeddwyd: (2017-11-01)

Optimal Control of Investment-Reinsurance Problem for an Insurer with Jump-Diffusion Risk Process: Independence of Brownian Motions
gan: De-Lei Sheng, et al.
Cyhoeddwyd: (2014-01-01)

Innovating and Pricing Carbon-Offset Options of Asian Styles on the Basis of Jump Diffusions and Fractal Brownian Motions
gan: Yue Qi, et al.
Cyhoeddwyd: (2023-08-01)

Pricing European Options under a Fuzzy Mixed Weighted Fractional Brownian Motion Model with Jumps
gan: Feng Xu, et al.
Cyhoeddwyd: (2023-11-01)

Recovering differential pencils with spectral boundary conditions and spectral jump conditions
gan: Yasser Khalili, et al.
Cyhoeddwyd: (2020-12-01)

Pricing Vulnerable Options in the Bifractional Brownian Environment with Jumps
gan: Panhong Cheng, et al.
Cyhoeddwyd: (2021-01-01)

A free boundary problem arising from branching Brownian motion with selection
gan: Berestycki, J, et al.
Cyhoeddwyd: (2021)

Branching Brownian motion with absorption and the all-time minimum of branching Brownian motion with drift
gan: Berestycki, J, et al.
Cyhoeddwyd: (2017)

Quantum Brownian motion for magnets
gan: J Anders, et al.
Cyhoeddwyd: (2022-01-01)

Stratonovich's signatures of Brownian motion determine Brownian sample paths
gan: Le Jan, Y, et al.
Cyhoeddwyd: (2012)

Pricing of Two Kinds of Power Options under Fractional Brownian Motion, Stochastic Rate, and Jump-Diffusion Models
gan: Kaili Xiang, et al.
Cyhoeddwyd: (2014-01-01)

WINDING OF THE PLANE BROWNIAN-MOTION
gan: Lyons, T, et al.
Cyhoeddwyd: (1984)

Brownian motion and spin relaxation /
gan: 254868 Lenk, R.
Cyhoeddwyd: (1977)

Chapter 8: Brownian Motion
gan: Editorial team for the Special Issue on Oosawa’s Lectures
Cyhoeddwyd: (2024-05-01)

On the standard Brownian motion. I
gan: Stasys Steišūnas
Cyhoeddwyd: (1999-12-01)

Area of Brownian Motion with Generatingfunctionology
gan: Michel Nguyên Thê
Cyhoeddwyd: (2003-01-01)

Testing of Multifractional Brownian Motion
gan: Michał Balcerek, et al.
Cyhoeddwyd: (2020-12-01)

Ultraslow scaled Brownian motion
gan: Anna S Bodrova, et al.
Cyhoeddwyd: (2015-01-01)

Generalized fractional Brownian motion
gan: Mounir Zili
Cyhoeddwyd: (2017-01-01)

Brownian Motion in Minkowski Space
gan: Paul O'Hara, et al.
Cyhoeddwyd: (2015-06-01)

Stochastic Thermodynamics of Brownian Motion
gan: Grégoire Nicolis, et al.
Cyhoeddwyd: (2017-08-01)

The three kinds of brownian motion
gan: Rattinacannou, J.
Cyhoeddwyd: (2015-12-01)

THE GENERALIZED BIFRACTIONAL BROWNIAN MOTION
gan: Charles El-Nouty
Cyhoeddwyd: (2018-12-01)

From Brownian motion to power of fluctuations
gan: B. Berche, et al.
Cyhoeddwyd: (2012-12-01)