Functional inequalities on path spaces of processes with independent increments (Q5891693)
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scientific article; zbMATH DE number 6064245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional inequalities on path spaces of processes with independent increments |
scientific article; zbMATH DE number 6064245 |
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Functional inequalities on path spaces of processes with independent increments (English)
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8 August 2012
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logarithmic Sobolev inequality
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Poincaré inequality
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processes with independent increments
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This interesting research announcement contains a logarithmic Sobolev inequality and a Poincaré inequality for functionals of processes with independent increments. For this, the author uses the canonical representation of the process, the Clark-Ocone formula, and the chaos decomposition.
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