[1]   C. Ané and M. Ledoux. On logarithmic Sobolev inequalities for continuous time random walks on graphs. Probab. Theory Related Fields, 116(4):573–602, 2000. MR1757600

[2]   S. Attal. Approximating the Fock space with the toy Fock space. In Séminaire de Probabilités, XXXVI, volume 1801 of Lecture Notes in Math., pages 477–491. Springer, Berlin, 2003. MR1971605

[3]   S.G. Bobkov. On the Gross and Talagrand inequalities on the discrete cube. Vestn. Syktyvkar. Univ. Ser. 1 Mat. Mekh. Inform., 1:12–19, 1995. MR1717705

[4]   S.G. Bobkov, C. Houdré, and P. Tetali. The subgaussian constant and concentration inequalities. Israel J. Math., 156:255–283, 2006. MR2282379

[5]   S.G. Bobkov and M. Ledoux. On modified logarithmic Sobolev inequalities for Bernoulli and Poisson measures. J. Funct. Anal., 156(2):347–365, 1998. MR1636948

[6]   M. Capitaine, E.P. Hsu, and M. Ledoux. Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces. Electron. Comm. Probab., 2:71–81 (electronic), 1997. MR1484557

[7]   P. Dai Pra, A.M. Paganoni, and G. Posta. Entropy inequalities for unbounded spin systems. Ann. Probab., 30(4):1959–1976, 2002. MR1944012

[8]   M. Émery. A discrete approach to the chaotic representation property. In Séminaire de Probabilités, XXXV, volume 1755 of Lecture Notes in Math., pages 123–138. Springer, Berlin, 2001. MR1837280

[9]   H. Föllmer and A. Schied. Stochastic finance, volume 27 of de Gruyter Studies in Mathematics. Walter de Gruyter & Co., Berlin, 2004. MR2169807

[10]   F.Q. Gao and N. Privault. Clark formula and logarithmic Sobolev inequalities for Bernoulli measures. C. R. Math. Acad. Sci. Paris, 336(1):51–56, 2003. MR1968902

[11]   F.Q. Gao and J. Quastel. Exponential decay of entropy in the random transposition and Bernoulli-Laplace models. Ann. Appl. Probab., 13(4):1591–1600, 2003. MR2023890

[12]   H. Gzyl. An exposé on discrete Wiener chaos expansions. Bol. Asoc. Mat. Venez., XIII(1):3–26, 2006. MR2267626

[13]   H. Holden, T. Lindstrøm, B. Øksendal, and J. Ubøe. Discrete Wick calculus and stochastic functional equations. Potential Anal., 1(3):291–306, 1992. MR1245232

[14]   H. Holden, T. Lindstrøm, B. Øksendal, and J. Ubøe. Discrete Wick products. In Stochastic analysis and related topics (Oslo, 1992), pages 123–148. Gordon and Breach, Montreux, 1993.

[15]   C. Houdré and V. Pérez-Abreu. Covariance identities and inequalities for functionals on Wiener and Poisson spaces. Ann. Probab., 23:400–419, 1995. MR1330776

[16]   C. Houdré and N. Privault. Concentration and deviation inequalities in infinite dimensions via covariance representations. Bernoulli, 8(6):697–720, 2002. MR1962538

[17]   C. Houdré and P. Tetali. Concentration of measure for products of Markov kernels and graph products via functional inequalities. Combin. Probab. Comput., 10(1):1–28, 2001. MR1827807

[18]   J. Jacod and Ph. Protter. Probability essentials. Springer-Verlag, Berlin, 2000. MR1736066

[19]   D. Lamberton and B. Lapeyre. Introduction to stochastic calculus applied to finance. Chapman & Hall, London, 1996. MR1422250

[20]   M. Ledoux. On Talagrand’s deviation inequalities for product measures. ESAIM Probab. Statist., 1:63–87 (electronic), 1995/97. MR1399224

[21]   M. Ledoux. The geometry of Markov diffusion generators. Ann. Fac. Sci. Toulouse Math. (6), 9:305–366, 2000. MR1813804

[22]   M. Leitz-Martini. A discrete Clark-Ocone formula. Maphysto Research Report No 29, 2000.

[23]   N. Privault and W. Schoutens. Discrete chaotic calculus and covariance identities. Stochastics and Stochastics Reports, 72:289–315, 2002. Eurandom Report 006, 2000. MR1897919

[24]   J. Ruiz de Chávez. Predictable representation of the binomial process and application to options in finance. In XXXIII National Congress of the Mexican Mathematical Society (Spanish) (Saltillo, 2000), volume 29 of Aportaciones Mat. Comun., pages 223–230. Soc. Mat. Mexicana, México, 2001. MR1939446

[25]   L. Saloff-Coste. Lectures on finite Markov chains. In Lectures on probability theory and statistics (Saint-Flour, 1996), volume 1665 of Lecture Notes in Math., pages 301–413. Springer, Berlin, 1997. MR1490046

[26]   D. Stroock. Doing analysis by tossing a coin. Math. Intelligencer, 22(2):66–72, 2000. MR1764269

[27]   D. Williams. Probability with martingales. Cambridge Mathematical Textbooks. Cambridge University Press, Cambridge, 1991. MR1155402

[28]   L. Wu. A new modified logarithmic Sobolev inequality for Poisson point processes and several applications. Probab. Theory Related Fields, 118(3):427–438, 2000. MR1800540