On logarithmic Sobolev inequalities for normal martingales
Annales de la Faculté des sciences de Toulouse : Mathématiques (2000)
- Volume: 9, Issue: 3, page 509-518
- ISSN: 0240-2963
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topPrivault, Nicolas. "On logarithmic Sobolev inequalities for normal martingales." Annales de la Faculté des sciences de Toulouse : Mathématiques 9.3 (2000): 509-518. <http://eudml.org/doc/73524>.
@article{Privault2000,
author = {Privault, Nicolas},
journal = {Annales de la Faculté des sciences de Toulouse : Mathématiques},
keywords = {chaos representation property; entropy; -class; gradient operator; Azéma martingale; Clark formula},
language = {eng},
number = {3},
pages = {509-518},
publisher = {UNIVERSITE PAUL SABATIER},
title = {On logarithmic Sobolev inequalities for normal martingales},
url = {http://eudml.org/doc/73524},
volume = {9},
year = {2000},
}
TY - JOUR
AU - Privault, Nicolas
TI - On logarithmic Sobolev inequalities for normal martingales
JO - Annales de la Faculté des sciences de Toulouse : Mathématiques
PY - 2000
PB - UNIVERSITE PAUL SABATIER
VL - 9
IS - 3
SP - 509
EP - 518
LA - eng
KW - chaos representation property; entropy; -class; gradient operator; Azéma martingale; Clark formula
UR - http://eudml.org/doc/73524
ER -
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