Log-Sobolev-type inequalities for solutions to stationary Fokker–Planck–Kolmogorov equations
We prove that every probability measure μ satisfying the stationary Fokker–Planck–Kolmogorov equation obtained by a μ -integrable perturbation v of the drift term - x of the Ornstein–Uhlenbeck operator is absolutely continuous with respect to the corresponding Gaussian measure γ and for the density...
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Veröffentlicht in: | Calculus of variations and partial differential equations 2019-10, Vol.58 (5), p.1-16, Article 176 |
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Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
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Zusammenfassung: | We prove that every probability measure
μ
satisfying the stationary Fokker–Planck–Kolmogorov equation obtained by a
μ
-integrable perturbation
v
of the drift term
-
x
of the Ornstein–Uhlenbeck operator is absolutely continuous with respect to the corresponding Gaussian measure
γ
and for the density
f
=
d
μ
/
d
γ
the integral of
f
|
log
(
f
+
1
)
|
α
against
γ
is estimated via
‖
v
‖
L
1
(
μ
)
for all
α
<
1
/
4
, which is a weakened
L
1
-analog of the logarithmic Sobolev inequality. This yields that stationary measures of infinite-dimensional diffusions whose drifts are integrable perturbations of
-
x
are absolutely continuous with respect to Gaussian measures. A generalization is obtained for equations on Riemannian manifolds. |
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ISSN: | 0944-2669 1432-0835 |
DOI: | 10.1007/s00526-019-1625-x |