Proof of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality by the methods of stochastic calculus for Brownian motion

DOI10.1070/RM2006V061N03ABEH004338zbMath1121.60304OpenAlexW2056555939MaRDI QIDQ5296744

Albert N. Shiryaev

Publication date: 6 August 2007

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

Full work available at URL: https://doi.org/10.1070/rm2006v061n03abeh004338

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65)

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