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Functional inequalities on path spaces of processes with independent increments

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Publication:5891693
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DOI10.1070/RM2012v067n02ABEH004791zbMath1253.60061OpenAlexW2055807892MaRDI QIDQ5891693

A. T. Abakirova

Publication date: 8 August 2012

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

Full work available at URL: https://doi.org/10.1070/rm2012v067n02abeh004791


zbMATH Keywords

logarithmic Sobolev inequalityPoincaré inequalityprocesses with independent increments


Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15) Stochastic calculus of variations and the Malliavin calculus (60H07)


Related Items (1)

On some functional inequalities for skew Brownian motion




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