Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces.
Capitaine, Mireille; Hsu, Elton P.; Ledoux, Michel
Electronic Communications in Probability [electronic only] (1997)
- Volume: 2, page 71-81
- ISSN: 1083-589X
Access Full Article
topHow to cite
topCapitaine, Mireille, Hsu, Elton P., and Ledoux, Michel. "Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces.." Electronic Communications in Probability [electronic only] 2 (1997): 71-81. <http://eudml.org/doc/119460>.
@article{Capitaine1997,
author = {Capitaine, Mireille, Hsu, Elton P., Ledoux, Michel},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {martingale representation; logarithmic Sobolev inequality; Brownian motion; Riemannian manifold},
language = {eng},
pages = {71-81},
publisher = {University of Washington},
title = {Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces.},
url = {http://eudml.org/doc/119460},
volume = {2},
year = {1997},
}
TY - JOUR
AU - Capitaine, Mireille
AU - Hsu, Elton P.
AU - Ledoux, Michel
TI - Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces.
JO - Electronic Communications in Probability [electronic only]
PY - 1997
PB - University of Washington
VL - 2
SP - 71
EP - 81
LA - eng
KW - martingale representation; logarithmic Sobolev inequality; Brownian motion; Riemannian manifold
UR - http://eudml.org/doc/119460
ER -
Citations in EuDML Documents
top- Leonard Gross, Harmonic functions on loop groups
- Joseph Lehec, Representation formula for the entropy and functional inequalities
- Liming Wu, A deviation inequality for non-reversible Markov processes
- Cécile Ané, Clark–Ocone formulas and Poincaré inequalities on the discrete cube
- Nicolas Privault, On logarithmic Sobolev inequalities for normal martingales
- F. Barthe, B. Maurey, Some remarks on isoperimetry of gaussian type
- Fabrice Baudoin, Cheng Ouyang, Samy Tindel, Upper bounds for the density of solutions to stochastic differential equations driven by fractional brownian motions
- Bernard Maurey, Inégalité de Brunn-Minkowski-Lusternik, et autres inégalités géométriques et fonctionnelles
- Franck Barthe, Autour de l'inégalité de Brunn-Minkowski
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.