Applying Multiple Stochastic iterated integral to moment inequalities for Wiener Functional

Ojo- Orobosa V.O
2018 Zenodo  
In several applications, as limit theorems, large deviations, degree of Wiener maps, calculation of the Radon- Nikodym, etc, we show that the log-sobolev inequality implies the exponential integrability of the square of the Wiener functional whose derivatives are essentially bounded. We shall examine with general measures which satisfy a logarithmic sobolev inequality and an interpolation inequality which state that the sobolev norm of the first order can be upper bounded by the product of the
more » ... the product of the second order and of the zeroth order sobolev norms.
doi:10.5281/zenodo.3016054 fatcat:b3kjcf564rgajdtqcjlnv72oe4