Logarithmic Sobolev inequality for diffusion semigroups

MaRDI QIDQ3464631zbMATH OpenFDO

Authors Ivan Gentil

Publication date 27 January 2016

Full work available at URL https://arxiv.org/abs/1009.3421

zbMATH Keywords

Bakry-Emery criterionlogarithmic Sobolev inequalityOrnstein-Uhlenbeck semigroupPoincaré inequality

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

Abstract: Through the main example of the Ornstein-Uhlenbeck semigroup, the Bakry-Emery criterion is presented as a main tool to get functional inequalities as Poincar'e or logarithmic Sobolev inequalities. Moreover an alternative method using the optimal mass transportation, is also given to obtain the logarithmic Sobolev inequality.

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