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Volumn 12, Issue 1, 2000, Pages 49-71

Diffusion Equations and Geometric Inequalities

Author keywords

Brownian motion; Brunn Minkowski inequality; Girsanov transformation; Hamilton Jabobi Bellman equation

Indexed keywords


EID: 0034383908     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008641618547     Document Type: Article
Times cited : (62)

References (17)
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  • 2
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    • (1975) Period. Math. Hungar. , vol.6 , pp. 111-136
    • Borell, Ch.1
  • 3
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    • Hitting probabilities of killed Brownian motion: A study on geometric regularity
    • Borell, Ch.: 'Hitting probabilities of killed Brownian motion: a study on geometric regularity', Ann. Sci. École Norm. Sup. 17 (1984), 451-467.
    • (1984) Ann. Sci. École Norm. Sup. , vol.17 , pp. 451-467
    • Borell, Ch.1
  • 4
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    • Greenian potentials and concavity
    • Borell, Ch.: 'Greenian potentials and concavity', Math. Ann. 272 (1985), 155-160.
    • (1985) Math. Ann. , vol.272 , pp. 155-160
    • Borell, Ch.1
  • 6
    • 0001825505 scopus 로고
    • Some inequalities for Gaussian measures and the long-range order of the one-dimensional plasma
    • A.M. Arthurs (ed.). Clarendon Press, Oxford
    • Brascamp, H. J. and Lieb, E. H.: 'Some inequalities for Gaussian measures and the long-range order of the one-dimensional plasma', in: A.M. Arthurs (ed.), Functional integration and its applications. Clarendon Press, Oxford, 1975, pp. 1-14.
    • (1975) Functional Integration and Its Applications , pp. 1-14
    • Brascamp, H.J.1    Lieb, E.H.2
  • 7
    • 49549132663 scopus 로고
    • On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
    • Brascamp, H. J. and Lieb, E. H.: 'On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation'. Functional Analysis. 22 (1976), 366-389.
    • (1976) Functional Analysis , vol.22 , pp. 366-389
    • Brascamp, H.J.1    Lieb, E.H.2
  • 8
    • 4243388014 scopus 로고
    • Springer-Verlag, Berlin, Heidelberg, New York
    • Dynkin, E. B.: Markov Process, Vol. 1 and 2, Springer-Verlag, Berlin, Heidelberg, New York, 1965.
    • (1965) Markov Process , vol.1-2
    • Dynkin, E.B.1
  • 9
    • 0003575440 scopus 로고
    • W. A. Benjamin, Inc., Reading, Massachusetts
    • Feynman, R. P.: Statistical Mechanics, W. A. Benjamin, Inc., Reading, Massachusetts, 1972.
    • (1972) Statistical Mechanics
    • Feynman, R.P.1
  • 12
    • 0041603263 scopus 로고
    • When are superharmonic functions concave? Applications to the St. Venant torsion problem and to the fundamental mode of the clamped membrane
    • Kawohl, B.: 'When are superharmonic functions concave? Applications to the St. Venant torsion problem and to the fundamental mode of the clamped membrane', Z. Angew. Math. Mech. 64 (1984), 364-366.
    • (1984) Z. Angew. Math. Mech. , vol.64 , pp. 364-366
    • Kawohl, B.1
  • 13
    • 0003269816 scopus 로고
    • Rearrangements and Convexity of Level Sets in PDE
    • Springer-Verlag, Berlin, Heidelberg, New York
    • Kawohl, B.: Rearrangements and Convexity of Level Sets in PDE, Lecture Notes 1150, Springer-Verlag, Berlin, Heidelberg, New York, 1985.
    • (1985) Lecture Notes , vol.1150
    • Kawohl, B.1
  • 16
    • 0002783594 scopus 로고
    • Logarithmic concave measures with applications to stochastic programming
    • Prékopa, A.: 'Logarithmic concave measures with applications to stochastic programming'. Acta Sci. Math. (Szeged) 32 (1971), 301-315.
    • (1971) Acta Sci. Math. (Szeged) , vol.32 , pp. 301-315
    • Prékopa, A.1
  • 17
    • 0003410675 scopus 로고
    • Kluwer Academic Publishers, Dordrecht, Boston, London
    • Prékopa, A.: Stochastic Programming, Kluwer Academic Publishers, Dordrecht, Boston, London, 1995.
    • (1995) Stochastic Programming
    • Prékopa, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.