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...
Hlavní autoři: | Kolb, M, Wübker, A |
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Médium: | Journal article |
Vydáno: |
2011
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