Citation:
A. N. Shiryaev, “Proof of the Poincaré–Chernoff inequality and logarithmic Sobolev's inequality by the methods of stochastic calculus for Brownian motion”, Russian Math. Surveys, 61:3 (2006), 571–573
\Bibitem{Shi06}
\by A.~N.~Shiryaev
\paper Proof of the Poincar\'e--Chernoff inequality and logarithmic Sobolev's inequality by the methods of stochastic calculus for Brownian motion
\jour Russian Math. Surveys
\yr 2006
\vol 61
\issue 3
\pages 571--573
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Linking options:
https://www.mathnet.ru/eng/rm1756
https://doi.org/10.1070/RM2006v061n03ABEH004338
https://www.mathnet.ru/eng/rm/v61/i3/p177
This publication is cited in the following 3 articles:
A. T. Abakirova, “On some functional inequalities for skew Brownian motion”, Proc. Steklov Inst. Math., 287:1 (2014), 3–13
A. T. Abakirova, “Functional inequalities on path spaces of processes with independent increments”, Russian Math. Surveys, 67:2 (2012), 381–383
A. T. Abakirova, “Analogues of the Poincaré–Chernoff inequality and the logarithmic
Sobolev inequality for processes with independent increments”, Russian Math. Surveys, 62:6 (2007), 1191–1193
Citation in format AMSBIB
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