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

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Quantitative inequalities for the expected lifetime of Brownian motion
    scientific article

      Statements

      Quantitative inequalities for the expected lifetime of Brownian motion (English)
      0 references
      0 references
      1 November 2021
      0 references
      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.
      0 references
      passage times' inequalities
      0 references
      Brownian motion
      0 references
      0 references
      0 references
      0 references

      Identifiers