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Logarithmic Sobolev inequalities: regularizing effect of Lévy operators and asymptotic convergence in the Lévy-Fokker-Planck equation

dc.contributor.authorGentil, Ivan
dc.contributor.authorImbert, Cyril
HAL ID: 9368
ORCID: 0000-0002-1290-8257
dc.date.accessioned2010-01-18T12:29:41Z
dc.date.available2010-01-18T12:29:41Z
dc.date.issued2009
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/3021
dc.language.isoenen
dc.subjectLévy operatoren
dc.subjectlogarithmic Sobolev inequalitiesen
dc.subjectentropy production methoden
dc.subjectOrnstein-Uhlenbeck equationen
dc.subjectΦ-entropy inequalitiesen
dc.subjectfractional Laplacianen
dc.subjectultracontractivityen
dc.subjectFokker-Planck equation
dc.subject.ddc519en
dc.titleLogarithmic Sobolev inequalities: regularizing effect of Lévy operators and asymptotic convergence in the Lévy-Fokker-Planck equationen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this paper we study some applications of the Lévy logarithmic Sobolev inequality to the study of the regularity of the solution of the fractal heat equation, i. e. the heat equation where the Laplacian is replaced with the fractional Laplacian. It is also used to the study of the asymptotic behaviour of the Lévy-Ornstein-Uhlenbeck process.en
dc.relation.isversionofjnlnameStochastics
dc.relation.isversionofjnlvol81en
dc.relation.isversionofjnlissue3-4en
dc.relation.isversionofjnldate2009-06
dc.relation.isversionofjnlpages401-414en
dc.relation.isversionofdoihttp://dx.doi.org/10.1080/17442500903080306en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherTaylor & Francisen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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