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

Published 21 Feb 2011 in math.PR | (1102.4257v1)

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

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Dejun Luo

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