Proof of the Poincar\'e--Chernoff inequality and logarithmic Sobolev's inequality by the methods of stochastic calculus for Brownian motion
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 61 (2006) no. 3, pp. 571-573
Voir la notice de l'article provenant de la source Math-Net.Ru
@article{RM_2006_61_3_a11,
author = {A. N. Shiryaev},
title = {Proof of the {Poincar\'e--Chernoff} inequality and logarithmic {Sobolev's} inequality by the methods of stochastic calculus for {Brownian} motion},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {571--573},
publisher = {mathdoc},
volume = {61},
number = {3},
year = {2006},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2006_61_3_a11/}
}
TY - JOUR AU - A. N. Shiryaev TI - Proof of the Poincar\'e--Chernoff inequality and logarithmic Sobolev's inequality by the methods of stochastic calculus for Brownian motion JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 2006 SP - 571 EP - 573 VL - 61 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/RM_2006_61_3_a11/ LA - en ID - RM_2006_61_3_a11 ER -
%0 Journal Article %A A. N. Shiryaev %T Proof of the Poincar\'e--Chernoff inequality and logarithmic Sobolev's inequality by the methods of stochastic calculus for Brownian motion %J Trudy Matematicheskogo Instituta imeni V.A. Steklova %D 2006 %P 571-573 %V 61 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/RM_2006_61_3_a11/ %G en %F RM_2006_61_3_a11
A. N. Shiryaev. Proof of the Poincar\'e--Chernoff inequality and logarithmic Sobolev's inequality by the methods of stochastic calculus for Brownian motion. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 61 (2006) no. 3, pp. 571-573. http://geodesic.mathdoc.fr/item/RM_2006_61_3_a11/