RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
 General information Latest issue Forthcoming papers Archive Impact factor Guidelines for authors License agreement Search papers Search references RSS Latest issue Current issues Archive issues What is RSS

 Trudy MIAN: Year: Volume: Issue: Page: Find

 Tr. Mat. Inst. Steklova, 2014, Volume 287, Pages 9–20 (Mi tm3590)

On some functional inequalities for skew Brownian motion

A. T. Abakirova

Laboratoire de Mathématiques Paul Painlevé, Université Lille 1, 59 655 Villeneuve d'Ascq Cedex, France

Abstract: We study the Poincaré and logarithmic Sobolev inequalities. We provide several constructions of skew Brownian motion; this is an example of diffusion with singular drift interesting from different points of view. We obtain inequalities for skew Brownian motion that naturally generalize the Gaussian case. It turns out that for skew Brownian motion the estimates depend on the local time of the process.

DOI: https://doi.org/10.1134/S0371968514040025

Full text: PDF file (235 kB)
References: PDF file   HTML file

English version:
Proceedings of the Steklov Institute of Mathematics, 2014, 287:1, 3–13

Bibliographic databases:

UDC: 519.21

Citation: A. T. Abakirova, “On some functional inequalities for skew Brownian motion”, Stochastic calculus, martingales, and their applications, Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday, Tr. Mat. Inst. Steklova, 287, MAIK Nauka/Interperiodica, Moscow, 2014, 9–20; Proc. Steklov Inst. Math., 287:1 (2014), 3–13

Citation in format AMSBIB
\Bibitem{Aba14} \by A.~T.~Abakirova \paper On some functional inequalities for skew Brownian motion \inbook Stochastic calculus, martingales, and their applications \bookinfo Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday \serial Tr. Mat. Inst. Steklova \yr 2014 \vol 287 \pages 9--20 \publ MAIK Nauka/Interperiodica \publaddr Moscow \mathnet{http://mi.mathnet.ru/tm3590} \crossref{https://doi.org/10.1134/S0371968514040025} \elib{https://elibrary.ru/item.asp?id=22681985} \transl \jour Proc. Steklov Inst. Math. \yr 2014 \vol 287 \issue 1 \pages 3--13 \crossref{https://doi.org/10.1134/S0081543814080021} \isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000348379600002} \scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84921897753} 

• http://mi.mathnet.ru/eng/tm3590
• https://doi.org/10.1134/S0371968514040025
• http://mi.mathnet.ru/eng/tm/v287/p9

 SHARE:

Citing articles on Google Scholar: Russian citations, English citations
Related articles on Google Scholar: Russian articles, English articles
•  Number of views: This page: 116 Full text: 33 References: 24