Analogues of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality for processes with independent increments
DOI10.1070/RM2007V062N06ABEH004481zbMATH Open1157.60042OpenAlexW2061692228MaRDI QIDQ3521026FDOQ3521026
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
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Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)
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- Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes
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- On some functional inequalities for skew Brownian motion
- Upcrossing inequalities for powers of nonlinear operators and Chacon processes
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- An elementary proof of the \(L^{1}\) log-Sobolev inequality for Poisson point processes
- Functional inequalities on path spaces of processes with independent increments
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