Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
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Publication:1626610
DOI10.1007/s00440-017-0814-9zbMath1464.28011arXiv1612.08546OpenAlexW2566457981MaRDI QIDQ1626610
Giovanni Conforti, Max-K. von Renesse
Publication date: 21 November 2018
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.08546
comparison principlelogarithmic Sobolev inequalitycouplingbridgesgradient estimatesStein methodreciprocal characteristic
Markov semigroups and applications to diffusion processes (47D07) Linear operator inequalities (47A63) Entropy and other invariants (28D20) Diffusion processes (60J60) Schrödinger and Feynman-Kac semigroups (47D08)
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