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2014 A connection of the Brascamp-Lieb inequality with Skorokhod embedding
Yuu Hariya
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Electron. Commun. Probab. 19: 1-12 (2014). DOI: 10.1214/ECP.v19-3025

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.

Citation

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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

Information

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

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