Hamilton Jacobi equations on metric spaces and transport-entropy inequalities
classification
🧮 math.PR
math.FA
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inequalitiesmetricconsequenceequationsjacobilog-sobolevprovespace
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We prove an Hopf-Lax-Oleinik formula for the solutions of some Hamilton- Jacobi equations on a general metric space. As a first consequence, we show in full gener- ality that the log-Sobolev inequality is equivalent to an hypercontractivity property of the Hamilton-Jacobi semi-group. As a second consequence, we prove that Talagrand's transport- entropy inequalities in metric space are characterized in terms of log-Sobolev inequalities restricted to the class of c-convex functions.
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