扩散过程轨道空间上的对数Sobolev不等式

Logarithmic Sobolev inequalities for diffusion Processes with application to path space

  • 摘要:M是连通Riemann流形,ZMC'类向量场,L=(△+Z),本文使用Kendall的耦合分析,给出了参考测度为L-扩散过程在t时刻分布的对数Sobolev常数的估计,并由此建立了轨道空间上的对数Sobolev不等式。此外,本文还给出了流形上的对数Sobolev常数的一个上界估计,所获结果,是对文1,2和3的相应结果的推广。

     

    Abstract: Let (M, g) be a connected Riemannian manifold and let L = 1/2(Δ+ Z) for some C1-vector field Z. This paper uses Kendall’s coupling analysis to obtain an estimation of the logarithmic Sobolev (abbrev. L.S.) constant with respect to the distribution of the L-diffusion process at time t, which then is used to prove a L. S. inequality on the path space. The main result can be considered as an extension of 1 in which Z is taken to be zero. Moreover, as a generalization to 2; Theorem 1.5 and 3; Theorem 1 which were proved for diffusions on Rd, an upper bound estimation of L.S. constant for the L-diffusion process is also presented.

     

/

返回文章
返回