Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156952 | Stochastic Processes and their Applications | 2009 | 18 Pages |
Abstract
We consider a diffusion process on D⊂RdD⊂Rd, which upon hitting ∂D∂D, is redistributed in DD according to a probability measure depending continuously on its exit point. We prove that the distribution of the process converges exponentially fast to its unique invariant distribution and characterize the exponent as the spectral gap for a differential operator that serves as the generator of the process on a suitable function space.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Iddo Ben-Ari, Ross G. Pinsky,