Geometric properties of some familiar diffusions in \({\mathbb{R}{}}^ n\)

DOI10.1214/aop/1176989412zbMath0776.35024OpenAlexW2066825695MaRDI QIDQ2365754

Christer Borell

Publication date: 29 June 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989412

zbMATH Keywords

Brownian motionfundamental solutiondiffusion equationFeynman-Kac formulaBrunn-Minkowski inequalitytransition probability density

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Brownian motion (60J65) Diffusion processes (60J60) Convexity of real functions in one variable, generalizations (26A51)

Related Items (3)

The Brunn-Minkowski inequality ⋮ Local quasi-concavity of the solutions of the heat equation with a nonnegative potential ⋮ Convexity estimates for the Green's function

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