Using martingale techniques we will prove several deviation inequalities for diffusion processes in a compact Riemannian manifold and Le vy processes in euclidean space. We also deduce deviation inequalities from Poincare type inequalities in the abstract setting of Dirichlet forms. We thus obtain,
On Poincaré-type integral inequalities
✍ Scribed by B.G Pachpatte
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 192 KB
- Volume
- 114
- Category
- Article
- ISSN
- 0022-247X
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