On some functional inequalities for skew Brownian motion

被引：0
作者：
A. T. Abakirova
机构：
[1] Laboratoire de Mathématiques Paul Painlevé,
来源：
Proceedings of the Steklov Institute of Mathematics | 2014年 / 287卷
关键词：
Brownian Motion; Local Time; STEKLOV Institute; Sobolev Inequality; Standard Brownian Motion;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We study the Poincaré and logarithmic Sobolev inequalities. We provide several constructions of skew Brownian motion; this is an example of diffusion with singular drift interesting from different points of view. We obtain inequalities for skew Brownian motion that naturally generalize the Gaussian case. It turns out that for skew Brownian motion the estimates depend on the local time of the process.
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页码：3 / 13
页数：10
相关论文
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