Intertwining relations for one-dimensional diffusions and application to functional inequalities
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | BONNEFONT, Michel | |
| hal.structure.identifier | Institut de Mathématiques de Toulouse UMR5219 [IMT] | |
| dc.contributor.author | JOULIN, Aldéric | |
| dc.date.accessioned | 2024-04-04T02:22:16Z | |
| dc.date.available | 2024-04-04T02:22:16Z | |
| dc.date.issued | 2014 | |
| dc.identifier.issn | 0926-2601 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189639 | |
| dc.description.abstractEn | Following the recent work [13] fulfilled in the discrete case, we pro- vide in this paper new intertwining relations for semigroups of one-dimensional diffusions. Various applications of these results are investigated, among them the famous variational formula of the spectral gap derived by Chen and Wang [15] together with a new criterion ensuring that the logarithmic Sobolev inequality holds. We complete this work by revisiting some classical examples, for which new estimates on the optimal constants are derived. | |
| dc.description.sponsorship | Géométrie des mesures convexes et discrètes - ANR-11-BS01-0007 | |
| dc.description.sponsorship | Stabilité du comportement asymptotique d'EDP, de processus stochastiques et de leurs discrétisations. - ANR-12-BS01-0019 | |
| dc.description.sponsorship | Aux frontières de l'analyse Harmonique - ANR-12-BS01-0013 | |
| dc.language.iso | en | |
| dc.publisher | Springer Verlag | |
| dc.subject.en | spectral gap | |
| dc.subject.en | Feynman-Kac semigroup | |
| dc.subject.en | intertwining relation | |
| dc.subject.en | logarithmic Sobolev inequality | |
| dc.subject.en | logarithmic Sobolev inequality. | |
| dc.subject.en | Diffusion process | |
| dc.subject.en | Sturm-Liouville operator | |
| dc.subject.en | Schrödinger operator | |
| dc.title.en | Intertwining relations for one-dimensional diffusions and application to functional inequalities | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1007/s11118-014-9408-7 | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 1304.3595 | |
| bordeaux.journal | Potential Analysis | |
| bordeaux.volume | 41 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00812346 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00812346v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Potential%20Analysis&rft.date=2014&rft.volume=41&rft.eissn=0926-2601&rft.issn=0926-2601&rft.au=BONNEFONT,%20Michel&JOULIN,%20Ald%C3%A9ric&rft.genre=article |
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