On some functional inequalities for skew Brownian motion

DOI10.1134/S0081543814080021zbMath1326.60117OpenAlexW2141450254MaRDI QIDQ492160

A. T. Abakirova

Publication date: 20 August 2015

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543814080021

zbMATH Keywords

logarithmic Sobolev inequalityPoincaré inequalitylocal timeskew Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (1)

Functional inequalities for forward and backward diffusions

Cites Work

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