Logarithmic Sobolev inequalities: regularizing effect of Lévy operators and asymptotic convergence in the Lévy-Fokker-Planck equation

Ivan Gentil; Cyril Imbert

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arXiv · 0809.2654

Logarithmic Sobolev inequalities: regularizing effect of Lévy operators and asymptotic convergence in the Lévy-Fokker-Planck equation

Ivan Gentil·Cyril Imbert

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Abstract

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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BibTeX RIS

Ivan Gentil, Cyril Imbert. 2008-09-16. Logarithmic Sobolev inequalities: regularizing effect of Lévy operators and asymptotic convergence in the Lévy-Fokker-Planck equation. https://arxiv.org/abs/0809.2654

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