Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges

Giovanni Conforti, Max von Renesse

Type: Article

Publication Date: 2017-11-22

Citations: 6

DOI: https://doi.org/10.1007/s00440-017-0814-9

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Probability Theory and Related Fields - View
HAL (Le Centre pour la Communication Scientifique Directe) - View

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+	None	1997	Itaı Benjamini Susan Lee
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+	Malliavin calculus and Euclidean quantum mechanics. I. Functional calculus	1991	Ana Bela Cruzeiro Jean-Claude Zambrini
+	Logarithmic Sobolev inequalities on loop groups	1991	Leonard Gross
+	Logarithmic Sobolev Inequalities on Path Spaces Over Riemannian Manifolds	1997	Elton P. Hsu
+	On Extensions of the Brunn-Minkowski and Prékopa-Leindler Theorems, Including Inequalities for Log Concave Functions, and with an Application to the Diffusion Equation	2002	H. J. Brascamp Élliott H. Lieb
+ PDF Chat	Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts	2005	Sylvie Rœlly M. Thieullen