GEOMETRIC-PROPERTIES OF SOME FAMILIAR DIFFUSIONS IN RN

被引：15

作者：

BORELL, C

机构：

来源：

ANNALS OF PROBABILITY | 1993年 / 21卷 / 01期

关键词：

CONCAVE; TRANSITION PROBABILITY DENSITY OF KILLED BROWNIAN MOTION; BRUNN-MINKOWSKI INEQUALITY;

D O I：

10.1214/aop/1176989412

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider a convex domain B in R(n) and denote by p(t, x, y) the transition probability density of Brownian motion in B killed at the boundary of B. The main result in this paper, in particular, shows that the function s ln s(n)p(s2, x, y), (s, x, y) is-an-element-of R+ x B2, is concave.

引用

页码：482 / 489

页数：8

共 5 条

[1] GREENIAN POTENTIALS AND CONCAVITY [J].