Isoperimetric-type inequalities for iterated Brownian motion in R^n

Erkan Nane

doi:10.1016/j.spl.2007.05.007

Isoperimetric-type inequalities for iterated Brownian motion in R^n

Probability 2008-02-06 v1

Authors: Erkan Nane

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Abstract

We extend generalized isoperimetric-type inequalities to iterated Brownian motion over several domains in $\RR{R}^{n}$ . These kinds of inequalities imply in particular that for domains of finite volume, the exit distribution and moments of the first exit time for iterated Brownian motion are maximized with the ball $D^{*}$ centered at the origin, which has the same volume as $D$

Keywords

isoperimetric inequality iterated brownian motion exit distribution first exit time finite volume domain

Cite

@article{arxiv.math/0602188,
  title  = {Isoperimetric-type inequalities for iterated Brownian motion in R^n},
  author = {Erkan Nane},
  journal= {arXiv preprint arXiv:math/0602188},
  year   = {2008}
}

Comments

10 pages

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