Back to Search Start Over

Logarithmic Sobolev inequalities: regularizing effect of L\'evy operators and asymptotic convergence in the L\'evy-Fokker-Planck equation

Authors :
Gentil, Ivan
Imbert, Cyril
Source :
Stochastics: An International Journal of Probability and Stochastics Processes 81, 3-4 (2009) 401?414
Publication Year :
2008

Abstract

In this paper we study some applications of the L\'evy 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 L\'evy-Ornstein-Uhlenbeck process.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Journal :
Stochastics: An International Journal of Probability and Stochastics Processes 81, 3-4 (2009) 401?414
Publication Type :
Report
Accession number :
edsarx.0809.2654
Document Type :
Working Paper