非时齐马氏过程的对数Sobolev不等式

Log-Sobolev Inequalities for Time Inhomogeneous Markov Processes

本文将时齐马氏过程的经典对数Sobolev不等式推广到非时齐马氏过程,建立了非时齐马氏过程的转移半群与对数Sobolev不等式之间的关系.

We generalize the classical log-Sobolev inequality of the time homogeneous Markov process to the inhomogeneous Markov process,and establish the relationship between the transition semigroup of inhomogeneous Markov process and the log-Sobolev inequality.