• DocumentCode
    1677825
  • Title

    Sobolev-Poincare type inequalities for Poisson functionals

  • Author

    Purtukhia, O. ; Jaoshvili, V.

  • Author_Institution
    A. Razmadze Math. Inst., Ivane Javakhishvili Tbilisi State Univ., Tbilisi, Georgia
  • fYear
    2012
  • Firstpage
    1
  • Lastpage
    5
  • Abstract
    The Sobolev type Hilbert spaces for normal martingale is defined and stochastic derivative of Poisson functionals are introduced. The Sobolev-Poincare and logarithmic Sobolev type inequalities are proved for random variables from this spaces.
  • Keywords
    Hilbert spaces; stochastic processes; Poisson functionals; Sobolev type Hilbert spaces; Sobolev-Poincare type inequalities; logarithmic Sobolev type inequalities; normal martingale; random variables; stochastic derivative; Clark-Haus-smann-Ocone representations; Sobolev-Poincare type inequalities; compensated Poisson process; stochastic derivative;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Problems of Cybernetics and Informatics (PCI), 2012 IV International Conference
  • Conference_Location
    Baku
  • Print_ISBN
    978-1-4673-4500-2
  • Type

    conf

  • DOI
    10.1109/ICPCI.2012.6486411
  • Filename
    6486411
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1677825