The Weitzenbock formula on the Wiener space and its application to the asymptotic estimate of entropy
arXiv:1102.4257
Abstract
We consider the Fokker-Planck equation on the abstract Wiener space associated to the Ornstein-Uhlenbeck operator. Using the Weitzenböck formula, we prove an explicit estimate on the time derivative of the entropy of the solution to the Fokker-Planck equation.
13 pages