Symmetrization of Lévy processes and applications

DOI10.1016/J.JFA.2010.02.013zbMATH Open1194.60031arXiv0907.1598OpenAlexW2088575247MaRDI QIDQ973949FDOQ973949

Authors: Rodrigo Bañuelos, Pedro J. Méndez-Hernández 

Publication date: 26 May 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: It is shown that many of the classical generalized isoperimetric inequalities for the Laplacian when viewed in terms of Brownian motion extend to a wide class of Levy processes. The results are derived from the multiple integral inequalities of Brascamp, Lieb and Luttinger but the probabilistic structure of the processes plays a crucial role in the proofs.

Full work available at URL: https://arxiv.org/abs/0907.1598

Recommendations

• Symmetric rearrangements around infinity with applications to Lévy processes
• Invariant Measures of Symmetric Levy Processes
• Nonsingular transformations of symmetric Lévy processes
• scientific article
• On harmonic functions of symmetric Lévy processes
• On a symmetrization of diffusion processes
• Integro-differential equations for functionals of random Lévy processes. The symmetric case
• Publication:2716350
• On the favorite points of symmetric Lévy processes
• scientific article; zbMATH DE number 16692

zbMATH Keywords

symmetrizationLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Cites Work

• Title not available (Why is that?)
• A general rearrangement inequality for multiple integrals
• Analysis.
• Title not available (Why is that?)
• Isoperimetric Inequalities in Mathematical Physics. (AM-27)
• Title not available (Why is that?)
• Lévy Processes and Stochastic Calculus
• Mean curvature and the heat equation
• Title not available (Why is that?)
• Generalized Isoperimetric Inequalities
• Comparison theorems for exit times
• The isoperimetric inequality for isotropic unimodal L�vy processes
• Brownian motion and harnack inequality for Schrödinger operators
• A Brascamp-Lieb-Luttinger-type inequality and applications to symmetric stable processes
• Rearrangement inequality for periodic functions
• Brascamp-Lieb-Luttinger inequalities for convex domains of finite inradius
• Title not available (Why is that?)
• Symmetrization, symmetric stable processes, and Riesz capacities
• Infinitely divisible processes and their potential theory. I
• An isoperimetric inequality for Riesz capacities

Cited In (15)

• A geometric interpretation of the transition density of a symmetric Lévy process
• Decompositions of symmetric diffusion processes and related topics in analysis
• Comparison and regularity results for the fractional Laplacian via symmetrization methods
• Censored symmetric Lévy-type processes
• On harmonic functions of symmetric Lévy processes
• On the symmetry of current probability distributions in jump processes
• Explicit identities for Lévy processes associated to symmetric stable processes
• Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian
• Quantitative inequalities for the expected lifetime of Brownian motion
• On the first eigenfunction of the symmetric stable process in a bounded Lipschitz domain
• Symmetric rearrangements around infinity with applications to Lévy processes
• Uniform dimension results for the inverse images of symmetric Lévy processes
• The fractional Makai-Hayman inequality
• Completely asymmetric Lévy processes confined in a finite interval
• Symmetrization, symmetric stable processes, and Riesz capacities

This page was built for publication: Symmetrization of Lévy processes and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q973949)