A connection of the Brascamp-Lieb inequality with Skorokhod embedding

Yuu Hariya

doi:10.1214/ECP.v19-3025

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Home > Journals > Electron. Commun. Probab. > Volume 19 > Article

2014 A connection of the Brascamp-Lieb inequality with Skorokhod embedding

Yuu Hariya

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Yuu Hariya¹
¹Tohoku University

Electron. Commun. Probab. 19: 1-12 (2014). DOI: 10.1214/ECP.v19-3025

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Abstract

We reveal a connection of the Brascamp-Lieb inequality with Skorokhod embedding. Error bounds for the inequality in terms of the variance are also provided.

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Yuu Hariya. "A connection of the Brascamp-Lieb inequality with Skorokhod embedding." Electron. Commun. Probab. 19 1 - 12, 2014. https://doi.org/10.1214/ECP.v19-3025

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Accepted: 29 August 2014; Published: 2014

First available in Project Euclid: 7 June 2016

zbMATH: 1298.82027

MathSciNet: MR3254740

Digital Object Identifier: 10.1214/ECP.v19-3025

Subjects:

Primary: 82B31

Secondary: 60G40

Keywords: Brascamp-Lieb inequality , It\^o-Tanaka formula , Skorokhod embedding

Rights: Creative Commons Attribution 3.0 License

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Electron. Commun. Probab.

Vol.19 • 2014

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Yuu Hariya "A connection of the Brascamp-Lieb inequality with Skorokhod embedding," Electronic Communications in Probability, Electron. Commun. Probab. 19(none), 1-12, (2014)

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