Back to Search Start Over

Logarithmic Sobolev inequalities: Regularizing effect of Levy operators and asymptotic convergence in the Levy-Fokker-Planck equation.

Authors :
Gentil, Ivan
Imbert, Cyril
Source :
Stochastics: An International Journal of Probability & Stochastic Processes; Jun-Aug2009, Vol. 81 Issue 3/4, p401-414, 14p
Publication Year :
2009

Abstract

In this paper we study some applications of the Levy logarithmic Sobolev inequality to the study of the regularity of the solution of the fractal heat equation, i.e. the heat equation where the Laplacian is replaced with the fractional Laplacian. It is also used to the study of the asymptotic behaviour of the Levy-Ornstein-Uhlenbeck process. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
17442508
Volume :
81
Issue :
3/4
Database :
Complementary Index
Journal :
Stochastics: An International Journal of Probability & Stochastic Processes
Publication Type :
Academic Journal
Accession number :
43429850
Full Text :
https://doi.org/10.1080/17442500903080306