arXiv Analytics

Sign in

arXiv:math/0602188 [math.PR]AbstractReferencesReviewsResources

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

Erkan Nane

Published 2006-02-09Version 1

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 $D^{*}$ centered at the origin, which has the same volume as $D$

Comments: 10 pages
Journal: Statistics & Probability Letters, 78 (2008), 90-95
Categories: math.PR
Subjects: 60J65, 60K99
Related articles: Most relevant | Search more
arXiv:math/0603637 [math.PR] (Published 2006-03-28)
Lifetime asymptotics of iterated Brownian motion in R^{n}
arXiv:math/0505026 [math.PR] (Published 2005-05-02, updated 2005-10-07)
Iterated Brownian motion in bounded domains in R^n
arXiv:math/0502057 [math.PR] (Published 2005-02-02)
A Sharp Inequality for Conditional Distribution of the First Exit Time of Brownian Motion

Links

Toolbox