Spectral Analysis of Diffusions with Jump Boundary

Details Spectral Analysis of Diffusions with Jump Boundary Spectral Analysis of Diffusions with Jump Boundary

2011-01-13

arxiv.org/abs/1101.2679v1

Mathematics

Probability

14 pages, 0 figures

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Spectral Analysis of Diffusions with Jump Boundary does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Spectral Analysis of Diffusions with Jump Boundary, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Spectral Analysis of Diffusions with Jump Boundary will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-78278