English

Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise

Probability 2023-11-03 v1

Abstract

For a family of infinite-dimensional diffusions with degenerate noise, we develop a modified Γ\Gamma calculus on finite-dimensional projections of the equation in order to produce explicit functional inequalities that can be scaled to infinite dimensions. The choice of our Γ\Gamma operator appears canonical in our context, as the estimates depend only on the induced control distance. We apply the general analysis to a number of examples, exploring implications for quasi-invariance and uniqueness of stationary distributions.

Keywords

Cite

@article{arxiv.2311.01440,
  title  = {Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise},
  author = {Fabrice Baudoin and Maria Gordina and David Herzog and Jina Kim and Tai Melcher},
  journal= {arXiv preprint arXiv:2311.01440},
  year   = {2023}
}

Comments

35 pages