Logarithmic Sobolev inequality on free path space over a compact Riemannian manifold

In this paper we use Bismut’s method to verify the formula of integration by parts on the free path space. By the formula, we verify the martingale representation for reference measure Pμ, the law of the Brownian motion on the base manifold with initial distribution μ. Then by the martingale representation we get the logarithmic Sobolev inequality on compact free Riemannian path space.

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Year of publication:	2015
Authors:	Pei, Ling
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 98.2015, C, p. 12-19
Publisher:	Elsevier
Subject:	Logarithmic Sobolev inequality \| Integration by parts \| Free path space \| Martingale representation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011189362