Clark-Ocone formulas and Poincaré inequalities of the discrete cube

DOI10.1016/S0246-0203(00)01061-XzbMath0978.60084OpenAlexW2131362733WikidataQ60601696 ScholiaQ60601696MaRDI QIDQ5929093

Cécile Ané

Publication date: 15 January 2002

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2001__37_1_101_0

zbMATH Keywords

Clark-Ocone formulacontinuous time random walkPoincaré inequality

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Continuous-time Markov processes on discrete state spaces (60J27)

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