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 situation under investigation. Moreover, we answer a question raised by Ben-Ari and Pinsky concerning the dependence of the spectral gap on the jump distribution in a multi-dimensional setting
We aim at estimating the invariant density associated to a stochastic differential equation with jum...
AbstractWe prove Poincaré inequalities w.r.t. the distributions of Brownian bridges on sets of loops...
Finkelshtein DL, Kondratiev Y, Kutoviy OV, Lytvynov E. Binary jumps in continuum. I. Equilibrium pro...
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recen...
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent...
(Communicated by????) Abstract. Consider a family of probability measures, indexed by ∂D, on a bound...
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval...
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval...
AbstractIn this paper we consider one-dimensional diffusions with constant coefficients in a finite ...
Konarovskyi V, Marx V, von Renesse M. Spectral gap estimates for Brownian motion on domains with sti...
We consider the model of random evolution on the real line consisting in a Brownian motion perturbed...
We consider the model of random evolution on the real line consisting in a Brownian motion perturbed...
AbstractWe consider a diffusion process on D⊂Rd, which upon hitting ∂D, is redistributed in D accord...
If a Brownian motion is physically constrained to the interval [0, γ] by reflecting it at the endpoi...
Main text: 5 pages + 3 Figs, Supp. Mat.: 20 pages + 7 FigsInternational audienceWe present an exact ...
We aim at estimating the invariant density associated to a stochastic differential equation with jum...
AbstractWe prove Poincaré inequalities w.r.t. the distributions of Brownian bridges on sets of loops...
Finkelshtein DL, Kondratiev Y, Kutoviy OV, Lytvynov E. Binary jumps in continuum. I. Equilibrium pro...
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recen...
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent...
(Communicated by????) Abstract. Consider a family of probability measures, indexed by ∂D, on a bound...
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval...
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval...
AbstractIn this paper we consider one-dimensional diffusions with constant coefficients in a finite ...
Konarovskyi V, Marx V, von Renesse M. Spectral gap estimates for Brownian motion on domains with sti...
We consider the model of random evolution on the real line consisting in a Brownian motion perturbed...
We consider the model of random evolution on the real line consisting in a Brownian motion perturbed...
AbstractWe consider a diffusion process on D⊂Rd, which upon hitting ∂D, is redistributed in D accord...
If a Brownian motion is physically constrained to the interval [0, γ] by reflecting it at the endpoi...
Main text: 5 pages + 3 Figs, Supp. Mat.: 20 pages + 7 FigsInternational audienceWe present an exact ...
We aim at estimating the invariant density associated to a stochastic differential equation with jum...
AbstractWe prove Poincaré inequalities w.r.t. the distributions of Brownian bridges on sets of loops...
Finkelshtein DL, Kondratiev Y, Kutoviy OV, Lytvynov E. Binary jumps in continuum. I. Equilibrium pro...