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Ergodic behavior of diffusions with random jumps from the boundary
Authors:Iddo Ben-Ari  Ross G. Pinsky
Affiliation:1. Department of Mathematics, University of California - Irvine, Irvine, CA 92697, USA;2. Department of Mathematics, Technion—Israel Institute of Technology, Haifa 32000, Israel
Abstract:We consider a diffusion process on D⊂RdDRd, which upon hitting ∂DD, 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.
Keywords:primary   60J60
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