On logarithmic Sobolev inequalities for normal martingales

DOI10.5802/afst.969zbMath1013.60032OpenAlexW2037737351MaRDI QIDQ5952892

Nicolas Privault

Publication date: 20 May 2002

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AFST_2000_6_9_3_509_0

zbMATH Keywords

entropy\(L_4\)-classAzéma martingalechaos representation propertyClark formulagradient operator

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

• Quantum probability for probabilists
• On modified logarithmic Sobolev inequalities for Bernoulli and Poisson measures
• Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces
• Anticipating integrals for a class of martingales
• On logarithmic Sobolev inequalities for continuous time random walks on graphs
• Chaotic Kabanov formula for the Azéma martingales
• A new modified logarithmic Sobolev inequality for Poisson point processes and several applications
• Logarithmic Sobolev Inequalities
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