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Logarithmic Sobolev type inequalities for Poisson functionals
Author: Vakhtang JaoshviliCo-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]