The ratio inequality for expected exit times under symmetrization
The ratio inequality for expected exit times under symmetrization
Let and be domains in the setting of Theorem~, let be the specified starting point, and write , , , and for the corresponding first exit times. Ratio conjecture.
This conjecture is motivated by the conditional-expectation inequality proved immediately beforehand and by related ratio inequalities in the cited literature; its resolution is not specified in the source.
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Sources & referencesView supporting material
Primary source
Majid Hosseini, “A Sharp Inequality for Conditional Distribution of the First Exit Time of Brownian Motion”, arXiv:math/0502057 (2005).
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