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 onedimensional 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 from the jump distribution in a multi-dimensional setting
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...
The Brownian motion $$(UN_t)_{t\backslashge 0}$$(UtN)t≥0on the unitary group converges, as a process...
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...
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...
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...
We aim at estimating the invariant density associated to a stochastic differential equation with jum...
Main text: 5 pages + 3 Figs, Supp. Mat.: 20 pages + 7 FigsInternational audienceWe present an exact ...
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...
The Brownian motion $$(UN_t)_{t\backslashge 0}$$(UtN)t≥0on the unitary group converges, as a process...
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...
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...
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...
We aim at estimating the invariant density associated to a stochastic differential equation with jum...
Main text: 5 pages + 3 Figs, Supp. Mat.: 20 pages + 7 FigsInternational audienceWe present an exact ...
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...
The Brownian motion $$(UN_t)_{t\backslashge 0}$$(UtN)t≥0on the unitary group converges, as a process...