A Sharp Inequality for Conditional Distribution of the First Exit Time of Brownian Motion
| dc.creator | Hosseini, Majid | |
| dc.date | 2005-02-02 | |
| dc.date | 2005-02-02 | |
| dc.date.accessioned | 2026-07-07T05:16:38Z | |
| dc.date.available | 2026-07-07T05:16:38Z | |
| dc.description | Let $U$ be a domain, convex in $x$ and symmetric about the y-axis, which is contained in a centered and oriented rectangle $R$. \linebreak If $τ_A$ is the first exit time of Brownian motion from $A$ and $A^+=A\cap \{(x,y):x>0\}$, it is proved that $P^z(τ_{U^+}>s\mid τ_{R^+}>t)\leq P^z(τ_{U}>s\mid τ_{R}>t)$ for every $s,t>0$ and every $z\in U^+$. | |
| dc.description | 12 pages | |
| dc.identifier | https://arxiv.org/abs/math/0502057 | |
| dc.identifier | http://arxiv.org/abs/math/0502057 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/74058 | |
| dc.subject | Probability | |
| dc.subject | 60J65, 60K99 | |
| dc.title | A Sharp Inequality for Conditional Distribution of the First Exit Time of Brownian Motion | |
| dc.type | text |