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...

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Bibliografiske detaljer
Main Authors:	Kolb, M, Wübker, A
Format:	Journal article
Udgivet:	2011

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