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.
Citation
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
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