Brownian motion and Symmetrization
Probability
2022-06-28 v2
Abstract
In this survey we explore the salient connections made between Brownian motion, symmetrization and complex analysis in the last 60 years starting with Kakutani's paper (1944) equating harmonic measure and exit probability. To exemplify these connections we will survey the techniques used in the literature to prove isoperimetric results for exit probabilities and Riesz capacities.
Keywords
Cite
@article{arxiv.1505.01868,
title = {Brownian motion and Symmetrization},
author = {Tomas Kojar},
journal= {arXiv preprint arXiv:1505.01868},
year = {2022}
}
Comments
79 pages