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
Hauptverfasser: Bogachev, V. I., Shaposhnikov, A. V., Shaposhnikov, S. V.
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Sprache:eng
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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.
ISSN:0944-2669
1432-0835
DOI:10.1007/s00526-019-1625-x