Symmetrization of Lévy processes and applications

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• 作者：Rodrigo Bañ ; uelos ; Pedro J. M&#xe9 ; ndez-Hern&#xe1 ; ndez
• 关键词：Symmetrization ; L&#xe9 ; vy processes
• 刊名：Journal of Functional Analysis
• 出版年：2010
• 出版时间：15 June 2010
• 年：2010
• 卷：258
• 期：12
• 页码：4026-4051
• 全文大小：222 K

文摘

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 Lévy 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.