Symmetrization and the Planar Skorokhod Embedding Problem

Abstract

This paper continues our earlier work \cite{becher2025skorokhod} on variational questions arising from the planar Skorokhod embedding problem (PSEP). Given a centered probability measure $\mu$ on $\mathbb R$ with finite second moment, PSEP asks for a simply connected domain $U\subset\mathbb C$ containing $0$ such that planar Brownian motion $(Z_t)$ started at $0$ exits $U$ at time $\tau_U$ with real part $\Re(Z_{\tau_U})\sim\mu$. Among all such $\mu$-domains, we study optimal design problems and focus in particular on area minimization and its fractional boundary-energy extensions. We formalize and define the Brownian symmetrization of planar domains, and we clarify the relation between Brownian (Gross) symmetrization and the Baernstein-Pruss symmetrization theory, and how Brownian symmetrization applies to a wider category of domains. Within the simply connected class, Gross' $\mu$-domain $U_\mu^G$ minimizes a whole fractional scale of boundary energies $\mathcal E_s$, $0<s<1$. The proof is formulated in a nonlocal Hardy--Sobolev language: it relies only on the exit law $\mu$ and on fractional Sobolev (Gagliardo) seminorms, rather than on an explicit uniformizer or star-function techniques. We introduce deficiency ratios $\rho_s$ that quantify how far a given $\mu$-domain is from the Gross optimizer; we state several related open problems.