Isoperimetric-type inequalities for iterated Brownian motion in R^n

DOI10.1016/J.SPL.2007.05.007MaRDI QIDQ2475426zbMATH OpenOpenAlexFDO

Authors 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

bounded domainBrownian-time Brownian motionexit timeisoperimetric-type inequalityiterated Brownian motion

Mathematics Subject Classification ID

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

Abstract: We extend generalized isoperimetric-type inequalities to iterated Brownian motion over several domains in $RR{R}^n$. These kinds of inequalities imply in particular that for domains of finite volume, the exit distribution and moments of the first exit time for iterated Brownian motion are maximized with the ball $D^{\ast }$ centered at the origin, which has the same volume as $D$

Recommendations

• Isoperimetric inequalities in the Brownian plane
• Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\)
• scientific article; zbMATH DE number 3998893
• Isoperimetric inequalities for random walks
• A probabilistic take on isoperimetric-type inequalities
• Gaussian-type isoperimetric inequalities in \(\mathsf{RCD}(K,\infty)\) probability spaces for positive \(K\)
• scientific article; zbMATH DE number 1047468
• scientific article; zbMATH DE number 510298
• An isoperimetric inequality related to Gaussian measure and applications
• scientific article; zbMATH DE number 65712

Cites work

• A Brascamp-Lieb-Luttinger-type inequality and applications to symmetric stable processes
• Brascamp-Lieb-Luttinger inequalities for convex domains of finite inradius
• Brownian-time processes: The PDE connection and the half-derivative generator
• Chung's law of the iterated logarithm for iterated Brownian motion
• Generalized Isoperimetric Inequalities
• scientific article; zbMATH DE number 3680356 (Why is no real title available?)
• scientific article; zbMATH DE number 503430 (Why is no real title available?)
• scientific article; zbMATH DE number 645777 (Why is no real title available?)
• Iterated Brownian motion in an open set.
• Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\)
• Iterated Brownian motion in parabola-shaped domains
• Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$
• Local times and related properties of multidimensional iterated Brownian motion
• Stochastic calculus for Brownian motion on a Brownian fracture

Cited in

(10)

• Quantitative inequalities for the expected lifetime of Brownian motion
• Brownian isometric parts of concave operators
• Large deviations for subordinated Brownian motion and applications
• The exit distribution for iterated Brownian motion in cones
• Mean time exit and isoperimetric inequalities for minimal submanifolds of N ×ℝ
• Brownian subordinators and fractional Cauchy problems
• Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$
• Laws of the iterated logarithm for a class of iterated processes
• Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\)
• Large deviations for local time fractional Brownian motion and applications

This page was built for publication: Isoperimetric-type inequalities for iterated Brownian motion in \(\mathbb R^n\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2475426)