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

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dc.creatorNane, Erkan
dc.date2006-02-09
dc.date.accessioned2026-07-07T09:18:54Z
dc.date.available2026-07-07T09:18:54Z
dc.descriptionWe 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 $D^{*}$ centered at the origin, which has the same volume as $D$
dc.description10 pages
dc.identifierhttps://arxiv.org/abs/math/0602188
dc.identifierhttp://arxiv.org/abs/math/0602188
dc.identifierStatistics & Probability Letters, 78 (2008), 90-95
dc.identifierdoi:10.1016/j.spl.2007.05.007
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/154197
dc.subjectProbability
dc.subject60J65, 60K99
dc.titleIsoperimetric-type inequalities for iterated Brownian motion in R^n
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