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