An isoperimetric inequality for the Wiener sausage
Probability
2011-04-01 v1 Functional Analysis
Abstract
Let be a standard Brownian motion in dimensions and let be a collection of open sets in . For each , let be a ball centered at 0 with . We show that , for all . In particular, this implies that the expected volume of the Wiener sausage increases when a drift is added to the Brownian motion.
Cite
@article{arxiv.1103.6059,
title = {An isoperimetric inequality for the Wiener sausage},
author = {Yuval Peres and Perla Sousi},
journal= {arXiv preprint arXiv:1103.6059},
year = {2011}
}