On the Spectral Gap of Brownian Motion with Jump Boundary

• Main Authors: Kolb, Martin, Wübker, Achim
• Format: Journal Article
• Language: English
• Published: 18.01.2011
• Subjects: Mathematics - Probability

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 different and mainly probabilistic relying on coupling methods adapted to the special...