Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure
type: Item
instance of: scholarly article
title: Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure
author: Xiaoxia Sun
author: Feng Guo
published in: Acta Mathematica Scientia. Series B. (English Edition)
publication date: 2022-07-15T00:00:00Z
full work available at URL: https://arxiv.org/abs/1512.03545
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 7557578
zbMATH Keywords: fractional Ornstein-Uhlenbeck measure
zbMATH Keywords: integration by parts formula
zbMATH Keywords: martingale representation theorem
zbMATH Keywords: logarithmic-Sobolev inequality
MaRDI profile type: Publication
OpenAlex ID: W3155653681
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DOI: 10.1007/S10473-021-0312-0
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description: scientific article; zbMATH DE number 7557578