Asymptotic Behavior of the Principal Eigenvalue for a Class of Non-Local Elliptic Operators Related to Brownian Motion with Spatially Dependent Random Jumps

Nitay Arcusin, Ross G. Pinsky

Let $D\subset R^d$ be a bounded domain and let $\mathcal{P}(D)$ denote the space of probability measures on $D$. Consider a Brownian motion in $D$ which is killed at the boundary an…