Symmetrization of Lévy processes and applications
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Publication:973949
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.
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- A Brascamp-Lieb-Luttinger-type inequality and applications to symmetric stable processes
- A general rearrangement inequality for multiple integrals
- An isoperimetric inequality for Riesz capacities
- Analysis.
- Brascamp-Lieb-Luttinger inequalities for convex domains of finite inradius
- Brownian motion and harnack inequality for Schrödinger operators
- Comparison theorems for exit times
- Generalized Isoperimetric Inequalities
- Infinitely divisible processes and their potential theory. I
- Isoperimetric Inequalities in Mathematical Physics. (AM-27)
- Lévy Processes and Stochastic Calculus
- Mean curvature and the heat equation
- Rearrangement inequality for periodic functions
- Symmetrization, symmetric stable processes, and Riesz capacities
- The isoperimetric inequality for isotropic unimodal L�vy processes
Cited in
(16)- Decompositions of symmetric diffusion processes and related topics in analysis
- Completely asymmetric Lévy processes confined in a finite interval
- Symmetric rearrangements around infinity with applications to Lévy processes
- Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian
- A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications
- The fractional Makai-Hayman inequality
- A geometric interpretation of the transition density of a symmetric Lévy process
- Uniform dimension results for the inverse images of symmetric Lévy processes
- On the symmetry of current probability distributions in jump processes
- On harmonic functions of symmetric Lévy processes
- Symmetrization, symmetric stable processes, and Riesz capacities
- Explicit identities for Lévy processes associated to symmetric stable processes
- Censored symmetric Lévy-type processes
- Quantitative inequalities for the expected lifetime of Brownian motion
- Comparison and regularity results for the fractional Laplacian via symmetrization methods
- On the first eigenfunction of the symmetric stable process in a bounded Lipschitz domain
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