تقرير
Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
| العنوان: | Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise |
|---|---|
| المؤلفون: | Baudoin, Fabrice, Gordina, Maria, Herzog, David, Kim, Jina, Melcher, Tai |
| سنة النشر: | 2023 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, Primary 60J60, 28C20, Secondary 35H10 |
| الوصف: | For a family of infinite-dimensional diffusions with degenerate noise, we develop a modified $\Gamma$ calculus on finite-dimensional projections of the equation in order to produce explicit functional inequalities that can be scaled to infinite dimensions. The choice of our $\Gamma$ operator appears canonical in our context, as the estimates depend only on the induced control distance. We apply the general analysis to a number of examples, exploring implications for quasi-invariance and uniqueness of stationary distributions. Comment: 35 pages |
| نوع الوثيقة: | Working Paper |
| الوصول الحر: | http://arxiv.org/abs/2311.01440Test |
| رقم الانضمام: | edsarx.2311.01440 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |