Coupling for drifted Brownian motion on an interval with redistribution from the boundary

Iddo Ben-Ari (University of Connecticut)

Abstract


We answer a question by Kolb and Wubker on the threshold drift for Brownian motion on an interval with redistribution from the boundary. We do that by constructing an efficient coupling.


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Pages: 1-11

Publication Date: March 4, 2014

DOI: 10.1214/ECP.v19-2756

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