Spectral Analysis of Diffusions with Jump Boundary
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that that there is a threshold d...
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| Format: | Journal article |
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2011
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| Summary: | In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that that there is a threshold drift above which the bottom of the spectrum no longer depends on the drift. As a Corollary to our result we are able to answer two questions concerning elliptic eigenvalue problems with non-local boundary conditions formulated previously by Iddo Ben-Ari and Ross Pinsky. |
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