Abstract
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 dierent and mainly probabilistic relying on coupling methods adapted to the special situation under investigation. Moreover we answer a question raised by Ben-Ari and Pinsky concerning the dependence of the spectral gap from the jump distribution in a multi-dimensional setting.
Citation
Martin Kolb. Achim Wübker. "On the Spectral Gap of Brownian Motion with Jump Boundary." Electron. J. Probab. 16 1214 - 1237, 2011. https://doi.org/10.1214/EJP.v16-903
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