2020/06/26 by Daesung Kim · 2 citations
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Applied mathematics #Ball (mathematics) #Bounded function #Brownian motion #Class (philosophy) #Computer science #Domain (mathematical analysis) #Inequality #Isoperimetric inequality #Mathematical analysis #Mathematical economics #Mathematics #Nonlinear Partial Differential Equations #Physics #Point processes and geometric inequalities #Pure mathematics #Statistical physics #Statistics
paper · pdf · doi:10.1307/mmj/1593136867
openalex publication_date 2020/06/26 · crossref created 2020/06/26 · crossref issued 2021/08/01 · crossref published 2021/08/01 · crossref published-print 2021/08/01 · crossref deposited 2021/08/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/04/30 · crossref indexed 2026/08/01
The isoperimetric inequalities for the expected lifetime of Brownian motion state that the Lp-norms of the expected lifetime in a bounded domain for 1≤p≤∞ are maximized when the region is a ball with the same volume. In this paper, we prove quantitative improvements of the inequalities. Since the isoperimetric properties hold for a wide class of Lévy processes, many questions arise from these improvements.