Abstract
In this paper we prove, mainly, three probabilistic inequalities with which we can control the exponential moments of different Wiener functionals. The first one is a general exponential inequality for the functionals of a Markov process defined with a symmetric Dirichlet form under its invariant probability. The second one is for the Wiener functionals whose derivatives' norms' square are exponentially integrable and the third one is for the Wiener functionals of the divergence form
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
