Minkowski sums and Brownian exit times
Artikel i vetenskaplig tidskrift, 2007

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.

exit time

Brownian motion

Minkowski sum

Författare

Christer Borell

Chalmers, Matematiska vetenskaper

Göteborgs universitet

ANNALES DE LA FACULTE DES SCIENCES DE TOULOUSE Mathematiques

0240-2963 (ISSN)

Vol. XVI 1 37-47

Ämneskategorier

Matematik