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2014 Coupling for drifted Brownian motion on an interval with redistribution from the boundary
Iddo Ben-Ari
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Electron. Commun. Probab. 19: 1-11 (2014). DOI: 10.1214/ECP.v19-2756

Abstract

We answer a question by Kolb and Wubker on the threshold drift for Brownian motion on an interval with redistribution from the boundary. We do that by constructing an efficient coupling.

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Iddo Ben-Ari. "Coupling for drifted Brownian motion on an interval with redistribution from the boundary." Electron. Commun. Probab. 19 1 - 11, 2014. https://doi.org/10.1214/ECP.v19-2756

Information

Accepted: 4 March 2014; Published: 2014
First available in Project Euclid: 7 June 2016

zbMATH: 1300.60097
MathSciNet: MR3174834
Digital Object Identifier: 10.1214/ECP.v19-2756

Subjects:
Primary: 35P15
Secondary: 60G40 , 60J65

Keywords: Brownian motion , Brownian motion , coupling , efficient coupling , jump-boundary , jump-process , redistribution , spectral gap , spectral gap property , Speed of convergence

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