Logarithmic Sobolev inequalities for differentiable paths
A certain special measure on the space of differentiable paths is considered. An associated Bismut calculus for it is established. Then it is shown that there is a Clark-Ocone formula associated to Bismut derivatives of a functional. All this allows the author to deduce a (weighted) logarithmic Sobolev inequality if the speed of the path at the starting time is given.
scientific article; zbMATH DE number 1462600