Intertwining relations for one-dimensional diffusions and application to functional inequalities
Résumé
Following the recent work [13] fulfilled in the discrete case, we pro- vide in this paper new intertwining relations for semigroups of one-dimensional diffusions. Various applications of these results are investigated, among them the famous variational formula of the spectral gap derived by Chen and Wang [15] together with a new criterion ensuring that the logarithmic Sobolev inequality holds. We complete this work by revisiting some classical examples, for which new estimates on the optimal constants are derived.
Origine : Fichiers produits par l'(les) auteur(s)
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