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Logarithmic Sobolev inequalities for fractional diffusion. (English) Zbl 1397.60050
Summary: In this note, logarithmic Sobolev inequalities are established on the path space for the fractional Brownian motion with drift. The reference distance on the path space is the \(L^2\)-norm of the gradient along paths.

MSC:
60E15 Inequalities; stochastic orderings
60H07 Stochastic calculus of variations and the Malliavin calculus
60G22 Fractional processes, including fractional Brownian motion
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