Logarithmic Sobolev inequalities for differentiable paths
type: Item
instance of: scholarly article
title: Logarithmic Sobolev inequalities for differentiable paths
zbMATH Open document ID: 0955.58005
author: Rémi Léandre
published in: Osaka Journal of Mathematics
publication date: 2001-02-20T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 58C35
Mathematics Subject Classification ID: 58D20
Mathematics Subject Classification ID: 58J65
zbMATH DE Number: 1462600
zbMATH Keywords: path spaces
zbMATH Keywords: measures
zbMATH Keywords: logarithmic Sobolev inequalities
reviewed by: Yuri E. Gliklikh
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1462600