A modified Φ-Sobolev inequality for canonical Lévy processes and its applications
A new modified Φ-Sobolev inequality for canonical ${L^{2}}$-Lévy processes, which are hybrid cases of the Brownian motion and pure jump-Lévy processes, is developed. Existing results included only a part of the Brownian motion process and pure jump processes. A generalized version of the Φ-Sobolev i...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2023-01-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/23-VMSTA220 |