Clark–Ocone formulas and Poincaré inequalities on the discrete cube

Cécile Ané

Annales de l'I.H.P. Probabilités et statistiques (2001)

  • Volume: 37, Issue: 1, page 101-137
  • ISSN: 0246-0203

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Ané, Cécile. "Clark–Ocone formulas and Poincaré inequalities on the discrete cube." Annales de l'I.H.P. Probabilités et statistiques 37.1 (2001): 101-137. <http://eudml.org/doc/77681>.

@article{Ané2001,
author = {Ané, Cécile},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Poincaré inequality; Clark-Ocone formula; continuous time random walk},
language = {eng},
number = {1},
pages = {101-137},
publisher = {Elsevier},
title = {Clark–Ocone formulas and Poincaré inequalities on the discrete cube},
url = {http://eudml.org/doc/77681},
volume = {37},
year = {2001},
}

TY - JOUR
AU - Ané, Cécile
TI - Clark–Ocone formulas and Poincaré inequalities on the discrete cube
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2001
PB - Elsevier
VL - 37
IS - 1
SP - 101
EP - 137
LA - eng
KW - Poincaré inequality; Clark-Ocone formula; continuous time random walk
UR - http://eudml.org/doc/77681
ER -

References

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  9. 9 J Picard, Formules de dualité sur l'espace de Poisson, Ann. Inst. H. Poincaré Probab. Statist.Vol. 32 (4) (1996) 509-548. Zbl0859.60045MR1411270
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  11. 11 Wu L., A new modified logarithmic Sobolev inequality for Poisson point processes and several applications, Probab. Theor. Relat. Fields (2000) to appear. Zbl0970.60093MR1800540

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