Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure

DOI10.1007/s10473-021-0312-0OpenAlexW3155653681MaRDI QIDQ2155577

Feng Guo, Xiaoxia Sun

Publication date: 15 July 2022

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.03545

zbMATH Keywords

integration by parts formulamartingale representation theoremlogarithmic-Sobolev inequalityfractional Ornstein-Uhlenbeck measure

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44)

Related Items (1)

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Cites Work

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