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

Ben-Ari Iddo

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

机译：从边界重新分布的区间上漂移布朗运动的耦合

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摘要

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.

机译：我们回答了Kolb和Wubker的一个问题，该问题是布朗运动在从边界重新分布的区间上的阈值漂移。我们通过构建有效的耦合来做到这一点。

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《Electronic Communications in Probability》 |2014年第12期|共11页
作者
Ben-Ari Iddo;
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Coupling for drifted Brownian motion on an interval with redistribution from the boundary

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