Minkowski sums and Brownian exit times
- [1] School of Mathematical Sciences, Chalmers University of Technology and Göteborg University, S-412 96 Göteborg, (Sweden)
Annales de la faculté des sciences de Toulouse Mathématiques (2007)
- Volume: 16, Issue: 1, page 37-47
- ISSN: 0240-2963
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topBorell, Christer. "Minkowski sums and Brownian exit times." Annales de la faculté des sciences de Toulouse Mathématiques 16.1 (2007): 37-47. <http://eudml.org/doc/10034>.
@article{Borell2007,
abstract = {If $C$ is a domain in R$^\{n\},$ the Brownian exit time of $C$ is denoted by $T_\{C\}.$ Given domains $C$ and $D$ in R$^\{n\}$ this paper gives an upper bound of the distribution function of $T_\{C+D\}$ when the distribution functions of $T_\{C\}$ and $T_\{D\}$ are known. The bound is sharp if $C$ and $D$ are parallel affine half-spaces. The paper also exhibits an extension of the Ehrhard inequality},
affiliation = {School of Mathematical Sciences, Chalmers University of Technology and Göteborg University, S-412 96 Göteborg, (Sweden)},
author = {Borell, Christer},
journal = {Annales de la faculté des sciences de Toulouse Mathématiques},
keywords = {Brownian motion; exit times; upper bounds},
language = {eng},
number = {1},
pages = {37-47},
publisher = {Université Paul Sabatier, Toulouse},
title = {Minkowski sums and Brownian exit times},
url = {http://eudml.org/doc/10034},
volume = {16},
year = {2007},
}
TY - JOUR
AU - Borell, Christer
TI - Minkowski sums and Brownian exit times
JO - Annales de la faculté des sciences de Toulouse Mathématiques
PY - 2007
PB - Université Paul Sabatier, Toulouse
VL - 16
IS - 1
SP - 37
EP - 47
AB - If $C$ is a domain in R$^{n},$ the Brownian exit time of $C$ is denoted by $T_{C}.$ Given domains $C$ and $D$ in R$^{n}$ this paper gives an upper bound of the distribution function of $T_{C+D}$ when the distribution functions of $T_{C}$ and $T_{D}$ are known. The bound is sharp if $C$ and $D$ are parallel affine half-spaces. The paper also exhibits an extension of the Ehrhard inequality
LA - eng
KW - Brownian motion; exit times; upper bounds
UR - http://eudml.org/doc/10034
ER -
References
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