In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that that there is a threshold drift above which the bottom of the spectrum no longer depends on the drift. As a Corollary to our result we are able to answer two questions concerning elliptic eigenvalue problems with non-local boundary conditions formulated previously by Iddo Ben-Ari and Ross Pinsky
Abstract. Using analytical methods we obtain the integral representation of a two-parameter Feller s...
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on −∞≤a...
KeywordsLet X(t) be a time-homogeneous one-dimensional diffusion process defined in I , starting at...
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 ...
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent...
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recen...
(Communicated by????) Abstract. Consider a family of probability measures, indexed by ∂D, on a bound...
Konarovskyi V, Marx V, von Renesse M. Spectral gap estimates for Brownian motion on domains with sti...
AbstractWe consider a diffusion process on D⊂Rd, which upon hitting ∂D, is redistributed in D accord...
FL is supported by NSF of China (No. 11431005), NSF of Shanghai (No. 16ZR1409600).JC is supported ...
Dealing with one-dimensional diffusion operators, we obtain upper and lower variational formulae on ...
We find lower and upper bounds for the first eigenvalue of a nonlocal diffusion operator of the form...
Using analytical methods we obtain the integral representation of a two-parameter Feller semigroup o...
Abstract. Using analytical methods we obtain the integral representation of a two-parameter Feller s...
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on −∞≤a...
KeywordsLet X(t) be a time-homogeneous one-dimensional diffusion process defined in I , starting at...
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 ...
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent...
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recen...
(Communicated by????) Abstract. Consider a family of probability measures, indexed by ∂D, on a bound...
Konarovskyi V, Marx V, von Renesse M. Spectral gap estimates for Brownian motion on domains with sti...
AbstractWe consider a diffusion process on D⊂Rd, which upon hitting ∂D, is redistributed in D accord...
FL is supported by NSF of China (No. 11431005), NSF of Shanghai (No. 16ZR1409600).JC is supported ...
Dealing with one-dimensional diffusion operators, we obtain upper and lower variational formulae on ...
We find lower and upper bounds for the first eigenvalue of a nonlocal diffusion operator of the form...
Using analytical methods we obtain the integral representation of a two-parameter Feller semigroup o...
Abstract. Using analytical methods we obtain the integral representation of a two-parameter Feller s...
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on −∞≤a...
KeywordsLet X(t) be a time-homogeneous one-dimensional diffusion process defined in I , starting at...