Geodesic
Functional inequalities on path spaces of processes with independent increments
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 67 (2012) no. 2, pp. 381-383 
A. T. Abakirova. Functional inequalities on path spaces of processes with independent increments. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 67 (2012) no. 2, pp. 381-383. http://geodesic.mathdoc.fr/item/RM_2012_67_2_a6/
@article{RM_2012_67_2_a6,
     author = {A. T. Abakirova},
     title = {Functional inequalities on path spaces of~processes with independent increments},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {381--383},
     year = {2012},
     volume = {67},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_2012_67_2_a6/}
}
TY  - JOUR
AU  - A. T. Abakirova
TI  - Functional inequalities on path spaces of processes with independent increments
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2012
SP  - 381
EP  - 383
VL  - 67
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/RM_2012_67_2_a6/
LA  - en
ID  - RM_2012_67_2_a6
ER  - 
%0 Journal Article
%A A. T. Abakirova
%T Functional inequalities on path spaces of processes with independent increments
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2012
%P 381-383
%V 67
%N 2
%U http://geodesic.mathdoc.fr/item/RM_2012_67_2_a6/
%G en
%F RM_2012_67_2_a6

Voir la notice de l'article provenant de la source Math-Net.Ru

[1] L. Gross, Amer. J. Math., 97:4 (1975), 1061–1083 | DOI | MR | Zbl

[2] A. L. Yablonski, Stochastic analysis and applications, Springer, Berlin, 2007, 641–678 | DOI | MR | Zbl

[3] G. Di Nunno, B. Øksendal, F. Proske, Malliavin calculus for Lévy processes with application to finance, Springer, Berlin, 2009 | DOI | MR | Zbl

[4] M. Capitaine, E. P. Hsu, M. Ledoux, Electron. Comm. Probab., 2 (1997), Article 7, 71–81 | DOI | MR | Zbl

[5] L. Wu, Probab. Theory Related Fields, 118:3 (2000), 427–438 | DOI | MR | Zbl

[6] D. Chafaï, J. Math. Kyoto Univ., 44:2 (2004), 325–363 | MR | Zbl

[7] A. N. Shiryaev, UMN, 61:3(369) (2006), 177–178 | MR | Zbl

[8] A. T. Abakirova, UMN, 62:6 (2007), 163–164 | MR | Zbl

[9] Ch. Houdré, V. Pérez-Abreu, Ann. Probab., 23:1 (1995), 400–419 | DOI | MR | Zbl

[10] N. Privault, Statist. Probab. Lett., 55:3 (2001), 247–255 | DOI | MR | Zbl

[11] G. Last, M. D. Penrose, Probab. Theory Related Fields, 150:3-4 (2011), 663–690 | DOI | MR | Zbl