Quantitative inequalities for the expected lifetime of Brownian motion
Probability
2019-04-23 v1 Analysis of PDEs
Abstract
The isoperimetric inequalities for the expected lifetime of Brownian motion state that the -norms of the expected lifetime in a bounded domain for are maximized when the region is a ball with the same volume. In this paper, we prove quantitative improvements of the inequalities. Since the isoperimetric properties hold for a wide class of L\'evy processes, many questions arise from these improvements.
Keywords
Cite
@article{arxiv.1904.09565,
title = {Quantitative inequalities for the expected lifetime of Brownian motion},
author = {Daesung Kim},
journal= {arXiv preprint arXiv:1904.09565},
year = {2019}
}
Comments
14 pages