Translator Disclaimer
2014 Coupling for drifted Brownian motion on an interval with redistribution from the boundary
Iddo Ben-Ari
Author Affiliations +
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.

Citation

Download 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

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

JOURNAL ARTICLE
11 PAGES


SHARE
Back to Top