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arxiv: 1101.2679 · v1 · pith:GEUN7ORAnew · submitted 2011-01-13 · 🧮 math.PR · math.AP· math.FA· math.SP

Spectral Analysis of Diffusions with Jump Boundary

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keywords boundarydriftjumpdiffusionsspectralableaboveanalysis
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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.

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