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| HAL : hal-00321828, version 1 |
| arXiv : 0809.2654 |
| Fiche détaillée |  Récupérer au format |
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| Stochastics: An International Journal of Probability and Stochastics Processes 81, 3-4 (2009) 401-414 |
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| Logarithmic Sobolev inequalities: regularizing effect of Lévy operators and asymptotic convergence in the Lévy-Fokker-Planck equation |
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| Ivan Gentil 1Cyril Imbert 1 |
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| (16/01/2009) |
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| In 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. |
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| 1 : | CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) |
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CNRS : UMR7534 – Université Paris IX - Paris Dauphine |
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| Domaine | : | Mathématiques/Probabilités |
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| hal-00321828, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00321828 | |
| oai:hal.archives-ouvertes.fr:hal-00321828 | |
| Contributeur : Ivan Gentil | |
| Soumis le : Lundi 15 Septembre 2008, 22:17:09 | |
| Dernière modification le : Mercredi 28 Avril 2010, 09:39:32 | |
