Representation formula for the entropy and functional inequalities

DOI10.1214/11-AIHP464zbMath1279.39011arXiv1006.3028OpenAlexW2963511425MaRDI QIDQ372572

Joseph Lehec

Publication date: 9 October 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.3028

zbMATH Keywords

entropyfunctional inequalitiesGaussian measureGirsanov's formula

Mathematics Subject Classification ID

Brownian motion (60J65) Functional inequalities, including subadditivity, convexity, etc. (39B62)

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