Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise

Autor:	Baudoin, Fabrice, Gordina, Maria, Herzog, David, Kim, Jina, Melcher, Tai
Rok vydání:	2023
Předmět:	Mathematics - Probability Primary 60J60 28C20 Secondary 35H10
Druh dokumentu:	Working Paper
Popis:	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
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2311.01440 Zobrazit plný text záznamu View this record from Arxiv