WANG Fengyu. Logarithmic Sobolev inequalities for diffusion Processes with application to path space[J]. Chinese Journal of Applied Probability and Statistics, 1996, 12(3): 255-264.
Citation: WANG Fengyu. Logarithmic Sobolev inequalities for diffusion Processes with application to path space[J]. Chinese Journal of Applied Probability and Statistics, 1996, 12(3): 255-264.

Logarithmic Sobolev inequalities for diffusion Processes with application to path space

  • 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.
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