Minkowski sums and Brownian exit times (Q2475500): Difference between revisions
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scientific article
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English | Minkowski sums and Brownian exit times |
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Minkowski sums and Brownian exit times (English)
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11 March 2008
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The author deals with Brownian motion in \(\mathbb R^n\) and obtains an inequality of the Brunn-Minkowski type for distribution functions of exit times from domains in \(\mathbb R^n\), which is exact for some special cases.
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Brownian motion
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exit times
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upper bounds
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