Title of article
On Diffusion Semigroups Preserving the Log-Concavity
Author/Authors
Kolesnikov، نويسنده , , Alexander V، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
10
From page
196
To page
205
Abstract
It is proved that if the semigroup with the generator akl∂xk∂xl+βm∂xm, where akl and βm are smooth functions, sends log-concave functions to log-concave functions, then A=(akl) is constant and β=(βm) is an affine mapping.
Keywords
Semigroup , generator of semigroup , log-concave function , Correlation inequality , stochastic differential equation
Journal title
Journal of Functional Analysis
Serial Year
2001
Journal title
Journal of Functional Analysis
Record number
1550563
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