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Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Martingale Representation Logarithmic Sobolev Inequality Hypercontractivity PathSpace
2009/5/8
We show how the Clark-Ocone-Haussmann formula for Brownian motion on a compact Riemannian manifold put forward by S. Fang in his proof of the spectral gap inequality for the Ornstein-Uhlenbeck operato...