Logarithmic Sobolev inequalities for fractional diffusion

DOI10.1016/j.spl.2015.07.021zbMath1397.60050OpenAlexW1009364700MaRDI QIDQ900551

Xiliang Fan

Publication date: 22 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.07.021

zbMATH Keywords

fractional Brownian motionlogarithmic Sobolev inequalitypath space

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Derivative formulas and applications for degenerate stochastic differential equations with fractional noises

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