Analogues of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality for processes with independent increments

DOI10.1070/RM2007V062N06ABEH004481MaRDI QIDQ3521026zbMATH OpenOpenAlexFDO

Authors A. T. Abakirova

Publication date 27 August 2008

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm2007v062n06abeh004481

zbMATH Keywords

compensatorinfinitely divisible random variablesLévy processLévy-Khinchin formulamartingale

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Inequalities; stochastic orderings (60E15) Processes with independent increments; Lévy processes (60G51)

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