Centered Sobolev inequality and exponential convergence in \(\Phi\)-entropy

DOI10.1016/j.spl.2019.01.002zbMath1474.60042arXiv1703.00491WikidataQ115566835 ScholiaQ115566835MaRDI QIDQ1726927

Xianqiang Yang

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.00491

zbMATH Keywords

diffusion process; exponential convergence; Sobolev inequality; \(\phi\)-entropy

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

47J20: Variational and other types of inequalities involving nonlinear operators (general)

60J60: Diffusion processes