Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
Autor: | Baudoin, Fabrice, Gordina, Maria, Herzog, David, Kim, Jina, Melcher, Tai |
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Rok vydání: | 2023 |
Předmět: | |
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 |
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