Logarithmic Sobolev inequality on free path space over a compact Riemannian manifold

DOI10.1016/j.spl.2014.12.004zbMath1321.58036OpenAlexW1965148301WikidataQ115341083 ScholiaQ115341083MaRDI QIDQ2018612

Ling Pei

Publication date: 24 March 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.12.004

zbMATH Keywords

logarithmic Sobolev inequalityintegration by partsmartingale representationfree path space

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Relations of PDEs with special manifold structures (Riemannian, Finsler, etc.) (58J60)

Cites Work

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• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces
• Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold
• Analysis on free Riemannian path spaces

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