Isoperimetric-type inequalities for iterated Brownian motion in \(\mathbb R^n\)

DOI10.1016/j.spl.2007.05.007zbMath1134.60051arXivmath/0602188OpenAlexW2095557241MaRDI QIDQ2475426

Erkan Nane

Publication date: 11 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602188

zbMATH Keywords

exit timebounded domainiterated Brownian motionBrownian-time Brownian motionisoperimetric-type inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Special processes (60K99)

Related Items

Laws of the iterated logarithm for a class of iterated processes, Large deviations for subordinated Brownian motion and applications, Large deviations for local time fractional Brownian motion and applications, Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$, Brownian subordinators and fractional Cauchy problems

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