Brownian probabilities under symmetric rearrangement

Authors

  • M.N. Pascu Transilvania University of Brasov, Romania
  • N.R. Pascu Kennesaw State University, USA
  • N. Stoian Transilvania University of Brasov, Romania

Keywords:

Brownian motion, symmetric rearrangement, inequality

Abstract

We show that the probability that a Brownian motion lies in a given set at an arbitrarily fixed time is increased under the symmetric rearrangement of the set.

Author Biographies

M.N. Pascu, Transilvania University of Brasov, Romania

Faculty of Mathematics and Computer Science, Str. Iuliu Maniu nr. 50, Brasov - 500091

N.R. Pascu, Kennesaw State University, USA

Department of Mathematics, 1100 S. Marietta Parkway, Marietta, GA 30060-2896, USA

N. Stoian, Transilvania University of Brasov, Romania

Faculty of Mathematics and Computer Science, Str. Iuliu Maniu nr. 50, Brasov - 500091

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Published

2015-12-09

Issue

Vol. 8(57) No. 2 (2015)

Section

MATHEMATICS