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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 LpL^p-norms of the expected lifetime in a bounded domain for 1p1\leq p\leq \infty 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}
}

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14 pages