Mathematics – Probability
Scientific paper
2009-07-09
Mathematics
Probability
25 pages
Scientific paper
It is shown that many of the classical generalized isoperimetric inequalities
for the Laplacian when viewed in terms of Brownian motion extend to a wide
class of Levy processes. The results are derived from the multiple integral
inequalities of Brascamp, Lieb and Luttinger but the probabilistic structure of
the processes plays a crucial role in the proofs.
Bañuelos Rodrigo
Mendez-Hernandez Pedro J.
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