Functional inequalities and the spectral theory for one-dimensional CIR process

ZHANGShaoqin ZHENGYuanyuan

doi:10.16360/j.cnki.jbnuns.2018.05.003

Journal of Beijing Normal University(Natural Science) > 2018 > 54(5): 572. > DOI: 10.16360/j.cnki.jbnuns.2018.05.003

ZHANGShaoqin ZHENGYuanyuan. Functional inequalities and the spectral theory for one-dimensional CIR process[J]. Journal of Beijing Normal University(Natural Science), 2018, 54(5): 572. DOI: 10.16360/j.cnki.jbnuns.2018.05.003

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Functional inequalities and the spectral theory for one-dimensional CIR process

ZHANGShaoqin ZHENGYuanyuan

1) School of Statistics and Mathematics,Central University of Finance and Economics,Beijing,100081;2) School of Mathematical Sciences,Beijing Normal University,Beijing,100875

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Abstract
- coupling by change of measure,
- isopermetric constant,
- Harnack inequality,
- super Poincaré cutee inequality,
- spectralgap

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Functional inequalities and the spectral theory for one-dimensional CIR process