Minkowski sums and Brownian exit times (Q2475500): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:21, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minkowski sums and Brownian exit times |
scientific article |
Statements
Minkowski sums and Brownian exit times (English)
0 references
11 March 2008
0 references
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.
0 references
Brownian motion
0 references
exit times
0 references
upper bounds
0 references
