The Weitzenbock formula on the Wiener space and its application to the asymptotic estimate of entropy

preprint2011arXivOpen access

Abstract

We consider the Fokker-Planck equation on the abstract Wiener space associated to the Ornstein-Uhlenbeck operator. Using the Weitzenböck formula, we prove an explicit estimate on the time derivative of the entropy of the solution to the Fokker-Planck equation.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.