Logarithmic Sobolev inequalities for differentiable paths (Q1568365)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Logarithmic Sobolev inequalities for differentiable paths |
scientific article |
Statements
Logarithmic Sobolev inequalities for differentiable paths (English)
0 references
20 February 2001
0 references
A certain special measure on the space of differentiable paths is considered. An associated Bismut calculus for it is established. Then it is shown that there is a Clark-Ocone formula associated to Bismut derivatives of a functional. All this allows the author to deduce a (weighted) logarithmic Sobolev inequality if the speed of the path at the starting time is given.
0 references
path spaces
0 references
measures
0 references
logarithmic Sobolev inequalities
0 references
