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...

書誌詳細
主要な著者:	Kolb, M, Wübker, A
フォーマット:	Journal article
出版事項:	2011

類似資料

Spectral analysis of diffusions with jump boundary
著者:: Kolb, M, 等
出版事項: (2011)

Spectral Analysis of Diffusions with Jump Boundary
著者:: Kolb, M, 等
出版事項: (2011)

Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps
著者:: Hamdy M. Ahmed, 等
出版事項: (2019-02-01)

Spectral Representation and Simulation of Fractional Brownian Motion
著者:: Konstantin Rybakov
出版事項: (2025-01-01)

Pricing Vulnerable Options in a Mixed Fractional Brownian Motion with Jumps
著者:: Panhong Cheng, 等
出版事項: (2021-01-01)

Single-trajectory spectral analysis of scaled Brownian motion
著者:: Vittoria Sposini, 等
出版事項: (2019-01-01)

Pricing currency option in a mixed fractional Brownian motion with jumps environment
著者:: Shokrollahi, Foad, 等
出版事項: (2014)

Barrier Option Pricing in the Sub-Mixed Fractional Brownian Motion with Jump Environment
著者:: Binxin Ji, 等
出版事項: (2022-04-01)

Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps
著者:: Foad Shokrollahi
出版事項: (2019-04-01)

Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps
著者:: Yongqiang Fu, 等
出版事項: (2021-03-01)

Analysis of a stochastic SEIS epidemic model with the standard Brownian motion and Lévy jump
著者:: Mudhafar F. Hama, 等
出版事項: (2022-06-01)

Brownian motion /
著者:: 230165 Hida, Takeyuki
出版事項: (1980)

Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
著者:: S. N. I., Ibrahim, 等
出版事項: (2022)

Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
著者:: Shokrollahi, Foad, 等
出版事項: (2015)

Fractal barrier option pricing under sub-mixed fractional Brownian motion with jump processes
著者:: Chao Yue, 等
出版事項: (2024-10-01)

Pricing green financial options under the mixed fractal Brownian motions with jump diffusion environment
著者:: Kung-Chi Chen, 等
出版事項: (2024-07-01)

Bounded Brownian Motion
著者:: Peter Carr
出版事項: (2017-11-01)

Optimal Control of Investment-Reinsurance Problem for an Insurer with Jump-Diffusion Risk Process: Independence of Brownian Motions
著者:: De-Lei Sheng, 等
出版事項: (2014-01-01)

Innovating and Pricing Carbon-Offset Options of Asian Styles on the Basis of Jump Diffusions and Fractal Brownian Motions
著者:: Yue Qi, 等
出版事項: (2023-08-01)

Pricing European Options under a Fuzzy Mixed Weighted Fractional Brownian Motion Model with Jumps
著者:: Feng Xu, 等
出版事項: (2023-11-01)

Recovering differential pencils with spectral boundary conditions and spectral jump conditions
著者:: Yasser Khalili, 等
出版事項: (2020-12-01)

Pricing Vulnerable Options in the Bifractional Brownian Environment with Jumps
著者:: Panhong Cheng, 等
出版事項: (2021-01-01)

A free boundary problem arising from branching Brownian motion with selection
著者:: Berestycki, J, 等
出版事項: (2021)

Branching Brownian motion with absorption and the all-time minimum of branching Brownian motion with drift
著者:: Berestycki, J, 等
出版事項: (2017)

Quantum Brownian motion for magnets
著者:: J Anders, 等
出版事項: (2022-01-01)

Stratonovich's signatures of Brownian motion determine Brownian sample paths
著者:: Le Jan, Y, 等
出版事項: (2012)

Pricing of Two Kinds of Power Options under Fractional Brownian Motion, Stochastic Rate, and Jump-Diffusion Models
著者:: Kaili Xiang, 等
出版事項: (2014-01-01)

WINDING OF THE PLANE BROWNIAN-MOTION
著者:: Lyons, T, 等
出版事項: (1984)

Brownian motion and spin relaxation /
著者:: 254868 Lenk, R.
出版事項: (1977)

Chapter 8: Brownian Motion
著者:: Editorial team for the Special Issue on Oosawa’s Lectures
出版事項: (2024-05-01)

On the standard Brownian motion. I
著者:: Stasys Steišūnas
出版事項: (1999-12-01)

Area of Brownian Motion with Generatingfunctionology
著者:: Michel Nguyên Thê
出版事項: (2003-01-01)

Testing of Multifractional Brownian Motion
著者:: Michał Balcerek, 等
出版事項: (2020-12-01)

Ultraslow scaled Brownian motion
著者:: Anna S Bodrova, 等
出版事項: (2015-01-01)

Generalized fractional Brownian motion
著者:: Mounir Zili
出版事項: (2017-01-01)

Brownian Motion in Minkowski Space
著者:: Paul O'Hara, 等
出版事項: (2015-06-01)

Stochastic Thermodynamics of Brownian Motion
著者:: Grégoire Nicolis, 等
出版事項: (2017-08-01)

The three kinds of brownian motion
著者:: Rattinacannou, J.
出版事項: (2015-12-01)

THE GENERALIZED BIFRACTIONAL BROWNIAN MOTION
著者:: Charles El-Nouty
出版事項: (2018-12-01)

From Brownian motion to power of fluctuations
著者:: B. Berche, 等
出版事項: (2012-12-01)