Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces
type: Item
instance of: scholarly article
title: Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces
zbMATH Open document ID: 0890.60045
author: Mireille Capitaine
author: Elton P. Hsu
author: Michel Ledoux
published in: Electronic Communications in Probability
publication date: 1998-03-09T00:00:00Z
full work available at URL: https://eudml.org/doc/119460
full work available at URL: paper7.abs.html
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60D05
Mathematics Subject Classification ID: 60B15
zbMATH DE Number: 1122740
zbMATH Keywords: martingale representation
zbMATH Keywords: logarithmic Sobolev inequality
zbMATH Keywords: Brownian motion
zbMATH Keywords: Riemannian manifold
MaRDI profile type: Publication
OpenAlex ID: W2170192284
DOI: 10.1214/ECP.V2-986
Recommended article: Martingale representation and log-Sobolev inequality on loop space
Recommended article: On logarithmic Sobolev inequalities for normal martingales
Recommended article: A SIMPLE PROOF OF LOG-SOBOLEV INEQUALITIES ON A PATH SPACE WITH GIBBS MEASURES
Recommended article: Q4838301
Recommended article: Q4516561
Recommended article: Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure
Recommended article: Logarithmic Sobolev inequalities for differentiable paths
Recommended article: Logarithmic Sobolev inequalities on path spaces over Riemannian manifolds
Recommended article: Sobolev martingales
Recommended article: Logarithmic Sobolev inequalities of diffusions for the \(L^2\) metric
description: scientific article; zbMATH DE number 1122740