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

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

2011-02-21

arxiv.org/abs/1102.4257v1

Mathematics

Probability

13 pages

Scientific paper

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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