A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications
DOI10.15559/23-vmsta220zbMath1529.60038OpenAlexW4319987791MaRDI QIDQ6157632
Noriyoshi Sakuma, Ryoichi Suzuki
Publication date: 22 June 2023
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15559/23-vmsta220
Lévy processesMalliavin calculuslogarithmic Sobolev inequalitiesconcentration inequalitiesdeviation inequalities\( \Phi \)-Sobolev inequalities
Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15) Stochastic calculus of variations and the Malliavin calculus (60H07) Jump processes on general state spaces (60J76)
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