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Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients
Well-posedness large deviation SDEs Sobolev coefficients
2010/3/11
In this article we prove the existence and uniqueness for degenerate stochastic differential
equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized
sense. In pa...
A logarithmic Sobolev inequality for one-dimensional multivalued stochastic differential equations
A logarithmic Sobolev inequality one-dimensional multivalued stochastic differential equations
2009/9/21
We establish a logarithmic Sobolev inequality for a one-
-dimensional multivalued stochastic differential equation associated with
the subdillerential of a convex lower semicontinuous function, usin...
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...
Logarithmic Sobolev Inequality for Zero——Range Dynamics：Independence of the Number of Particles
Logarithmic Sobolev Inequality Zero Range Dynamics
2009/4/8
We prove that the logarithmic-Sobolev constant for Zero-Range Processes in a box of diameter L may depend on L but not on the number of particles. This is a first, but relevant and quite technical ste...
Large deviation principles for Markov processes via Phi-Sobolev inequalities
principle Markov process via Phi-Sobolev inequalities
2009/3/19
Via Phi-Sobolev inequalities, we give some sharp integrability conditions on $F$ for the large deviation principle of the empirical mean $frac{1}{T}{int_{0}^{T}{F(X_{s})}ds}$ for large time $T$, where...