On a Sobolev type inequality and its applications
Studia Mathematica, Tome 176 (2006) no. 2, p. 113.

Voir la notice de l'article dans European Digital Mathematics Library

Assume ||·|| is a norm on ℝⁿ and ||·||⁎ its dual. Consider the closed ball T : = B | | · | | ( 0 , r ) , r > 0. Suppose φ is an Orlicz function and ψ its conjugate. We prove that for arbitrary A,B > 0 and for each Lipschitz function f on T, s u p s , t ∈ T | f ( s ) - f ( t ) | ≤ 6 A B ( ∫ 0 r ψ ( 1 / A ε n - 1 ) ε n - 1 d ε + 1 / ( n | B | | · | | ( 0 , 1 ) | ) ∫ T φ ( 1 / B | | ∇ f ( u ) | | ⁎ ) d u ) , where |·| is the Lebesgue measure on ℝⁿ. This is a strengthening of the Sobolev inequality obtained by M. Talagrand. We use this inequality to state, for a given concave, strictly increasing function η: ℝ₊ → ℝ with η(0) = 0, a necessary and sufficient condition on φ so that each separable process X(t), t ∈ T, which satisfies | | X ( s ) - X ( t ) | | φ ≤ η ( | | s - t | | ) for s,t ∈ T is a.s. sample bounded.
Classification : 60G17, 28A99
Mots-clés : Sobolev inequalities, sample boundedness
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Witold Bednorz. On a Sobolev type inequality and its applications. Studia Mathematica, Tome 176 (2006) no. 2, p. 113. https://geodesic-test.mathdoc.fr/item/STUMA_2006__176_2_286511/