Analogues of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality for processes with independent increments

DOI10.1070/RM2007v062n06ABEH004481zbMath1157.60042OpenAlexW2061692228MaRDI QIDQ3521026

A. T. Abakirova

Publication date: 27 August 2008

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm2007v062n06abeh004481

zbMATH Keywords

martingaleLévy processinfinitely divisible random variablescompensatorLévy-Khinchin formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

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