Logarithmic Sobolev type inequalities for Poisson functionals

Author: Vakhtang Jaoshvili
Co-authors: Omar Purtukhia
Keywords: Logarithmic Sobolev inequality, Clark-Haus¬smann-Ocone represe¬ntation, stochastic derivative, co-m¬pen¬sated Poisson pro¬cess
Annotation:

The Sobolev type Hilbert spaces for stochastic differentiable square integrable Poisson functionals is introduced and the logarithmic Sobolev type inequalities for random var¬i¬ables from this spaces are proved.

Lecture files:

Logarithmic Sobolev type inequalities for Poisson functionals [en]