Geometric properties of some familiar diffusions in R^ n

DOI10.1214/AOP/1176989412MaRDI QIDQ2365754zbMATH OpenOpenAlexFDO

Authors Christer Borell

Publication date 29 June 1993

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989412

zbMATH Keywords

Brownian motionBrunn-Minkowski inequalitydiffusion equationFeynman-Kac formulafundamental solutiontransition probability density

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Convexity of real functions in one variable, generalizations (26A51) Initial-boundary value problems for second-order parabolic equations (35K20)

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Cited in

(7)

• Brownian motion with negative drift and convex level sets in space-time
• The Brunn-Minkowski inequality
• Characterization of \(F\)-concavity preserved by the Dirichlet heat flow
• Local quasi-concavity of the solutions of the heat equation with a nonnegative potential
• Convexity estimates for the Green's function
• „ТЕПЛОВАЯ ДИФРАКЦИЯ" НА ГЛАДКОЙ ВЫПУКЛОЙ ОБЛАСТИ
• Intrinsic geometry and analysis of diffusion processes and \(L^{\infty}\)-variational problems

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