Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure (Q2155577)
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scientific article; zbMATH DE number 7557578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure |
scientific article; zbMATH DE number 7557578 |
Statements
Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure (English)
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15 July 2022
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fractional Ornstein-Uhlenbeck measure
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integration by parts formula
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martingale representation theorem
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logarithmic-Sobolev inequality
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0.9006383
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0.9006095
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0.89609444
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0.8897263
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0.8862352
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0.87995076
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