| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154352 | Statistics & Probability Letters | 2015 | 8 Pages |
Abstract
In this note, logarithmic Sobolev inequalities are established on the path space for the fractional Brownian motion with drift. The reference distance on the path space is the L2L2-norm of the gradient along paths.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
XiLiang Fan,