Sur une inégalité de Sobolev logarithmique pour une diffusion unidimensionnelle

Mireille Capitaine

Séminaire de probabilités de Strasbourg (1998)

  • Volume: 32, page 6-13

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Capitaine, Mireille. "Sur une inégalité de Sobolev logarithmique pour une diffusion unidimensionnelle." Séminaire de probabilités de Strasbourg 32 (1998): 6-13. <http://eudml.org/doc/114003>.

@article{Capitaine1998,
author = {Capitaine, Mireille},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {logarithmic Sobolev inequalities; diffusion processes},
language = {fre},
pages = {6-13},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur une inégalité de Sobolev logarithmique pour une diffusion unidimensionnelle},
url = {http://eudml.org/doc/114003},
volume = {32},
year = {1998},
}

TY - JOUR
AU - Capitaine, Mireille
TI - Sur une inégalité de Sobolev logarithmique pour une diffusion unidimensionnelle
JO - Séminaire de probabilités de Strasbourg
PY - 1998
PB - Springer - Lecture Notes in Mathematics
VL - 32
SP - 6
EP - 13
LA - fre
KW - logarithmic Sobolev inequalities; diffusion processes
UR - http://eudml.org/doc/114003
ER -

References

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  1. [1] S. Aida and D. Elworthy, "Logarithmic Sobolev Inequalities on Path and Loop Spaces" (Preprint). Zbl0837.60053MR1453122
  2. [2] D. Bakry, "L'hypercontractivité et son utilisation en théorie des semi-groupes". Ecole d'Eté de Probabilités de Saint-Flour. Lecture Notes in Math.1581, 1-114 (1994), Springer, Berlin Heidelberg New York. Zbl0856.47026MR1307413
  3. [3] D. Bakry, " On Sobolev and logarithmic Sobolev inequalities for Markov semi-groups", in the Proceedings of the Taniguchi Symposium, Warwick1994 (à paraître). 
  4. [4] D. Bakry, M. Ledoux, "Lévy-Gromov's isoperimetric inequality for an infinite dimensional diffusion generator", Invent. math.123, 259-281 (1996). Zbl0855.58011MR1374200
  5. [5] Y. Hu, "Itô-Wiener Chaos expansion with exact residual and correlation, variance inequalities" (Preprint). Zbl0891.60060MR1481650
  6. [6] N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland, 1981. Zbl0495.60005MR637061
  7. [7] D. Nualart, The Malliavin Calculus and Related Topics, Springer1995. Zbl0837.60050MR1344217
  8. [8] E.P. Hsu, "Logarithmic Sobolev Inequalities on path spaces over Riemannian manifolds" (Preprint). Zbl0892.58083MR1478528
  9. [9] F.Y. Wang, "Logarithmic Sobolev Inequalities for diffusion processes with application to path space" (Preprint). Zbl0953.60540MR1862186

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