A new approach to Poincaré-type inequalities on the Wiener space

DOI10.1142/S0219493716500027zbMath1332.60079MaRDI QIDQ3465645

Alberto Lanconelli

Publication date: 22 January 2016

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

Wick productabstract Wiener spacePoincaré-type inequalitiesstochastic exponentials

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

Prohorov-type local limit theorems on abstract Wiener spaces ⋮ An extension of the Beckner’s type Poincaré inequality to convolution measures on abstract Wiener spaces

Cites Work

• On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
• Hadamard products and multivariate statistical analysis
• A HÖLDER–YOUNG–LIEB INEQUALITY FOR NORMS OF GAUSSIAN WICK PRODUCTS
• Wick Product in The Stochastic Burgers Equation: A Curse or a Cure?
• The Malliavin Calculus and Related Topics
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