Symmetrization of Lévy processes and applications |
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| Authors: | Rodrigo Bañuelos Pedro J Méndez-Hernández |
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| Institution: | a Department of Mathematics, Purdue University, West Lafayette, IN 47907, United States
b Escuela de Matemática, Universidad de Costa Rica, San José, Costa Rica |
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| Abstract: | 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. |
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| Keywords: | Symmetrization Lé vy processes |
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