Weak Poincaré inequalities on domains defined by Brownian rough paths

Shigeki Aida

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

We prove weak Poincaré inequalities on domains which are inverse images of open sets in Wiener spaces under continuous functions of Brownian rough paths. The result is applicable to Dirichlet forms on loop groups and connected open subsets of path spaces over compact Riemannian manifolds.

Original languageEnglish
Pages (from-to)3116-3137
Number of pages22
JournalAnnals of Probability
Volume32
Issue number4
DOIs
Publication statusPublished - 2004 Oct 1

Keywords

  • Brownian rough path
  • Convexity
  • Logarithmic Sobolev inequality
  • Weak Poincaré inequality

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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