Clark formula and logarithmic Sobolev inequalities for Bernoulli measures

DOI10.1016/S1631-073X(02)00014-6zbMath1026.60021MaRDI QIDQ1871537

Nicolas Privault, Fu Qing Gao

Publication date: 23 September 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

zbMATH Keywords

Bernoulli measureslogarithmic Sobolev inequalitiesClark formula

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (1)

Clark-Ocone formula for generalized functionals of discrete-time normal noises

Cites Work

• Discrete Wick calculus and stochastic functional equations
• Quantum probability for probabilists
• On modified logarithmic Sobolev inequalities for Bernoulli and Poisson measures
• Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces
• Exponential decay of entropy in the random transposition and Bernoulli-Laplace models
• On logarithmic Sobolev inequalities for continuous time random walks on graphs
• A new modified logarithmic Sobolev inequality for Poisson point processes and several applications
• Entropy inequalities for unbounded spin systems
• Discrete chaotic calculus and covariance identities

This page was built for publication: Clark formula and logarithmic Sobolev inequalities for Bernoulli measures