Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure (Q2155577)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure |
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Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure (English)
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15 July 2022
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fractional Ornstein-Uhlenbeck measure
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integration by parts formula
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martingale representation theorem
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logarithmic-Sobolev inequality
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