Diffusion equations and geometric inequalities

DOI10.1023/A:1008641618547zbMath0976.60065MaRDI QIDQ1973265

Christer Borell

Publication date: 10 December 2001

Published in: Potential Analysis (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi-Bellman equationBrownian motionGirsanov transformationBrunn-Minkowski inequality

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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