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arxiv: 0907.1598 · v1 · submitted 2009-07-09 · 🧮 math.PR · math.SP

Symmetrization of L\'evy processes and applications

classification 🧮 math.PR math.SP
keywords processesinequalitiesapplicationsbrascampbrownianclassclassicalcrucial
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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 Levy 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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