Quantitative inequalities for the expected lifetime of Brownian motion (Q2238457)

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Quantitative inequalities for the expected lifetime of Brownian motion
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    Quantitative inequalities for the expected lifetime of Brownian motion (English)
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    1 November 2021
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    The authors do improve inequalities of passage times' probability for the Brownian motion. Passage times are defined both on balls centered at zero and open sets having the same volume. The improvement is actually the proof of more `sharp' upper and lower bounds for existing inequalities. These bounds are of special interest, since both in financial and actuarial mathematics, Brownian motion is still the essential way of studying uncertainty.
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    passage times' inequalities
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    Brownian motion
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