Quantitative inequalities for the expected lifetime of Brownian motion

DOI10.1307/MMJ/1593136867zbMATH Open1481.60162arXiv1904.09565OpenAlexW3037542699MaRDI QIDQ2238457FDOQ2238457

Daesung Kim

Publication date: 1 November 2021

Published in: Michigan Mathematical Journal (Search for Journal in Brave)

Abstract: The isoperimetric inequalities for the expected lifetime of Brownian motion state that the $L^p$-norms of the expected lifetime in a bounded domain for $1leqpleqinfty$ are maximized when the region is a ball with the same volume. In this paper, we prove quantitative improvements of the inequalities. Since the isoperimetric properties hold for a wide class of L'evy processes, many questions arise from these improvements.

Full work available at URL: https://arxiv.org/abs/1904.09565

zbMATH Keywords

Brownian motionpassage times' inequalities

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cited In (4)

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