On diffusion semigroups preserving the log-concavity

DOI10.1006/JFAN.2001.3772MaRDI QIDQ5949998zbMATH OpenOpenAlexFDO

Authors Alexander V. Kolesnikov

Publication date 10 June 2002

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jfan.2001.3772

zbMATH Keywords

affine mappinglog-concavityone-parameter semigroup

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

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Cites work

• A Gaussian correlation inequality for symmetric convex sets
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• Isoperimetric and analytic inequalities for log-concave probability measures
• On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
• On the Gaussian measure of the intersection
• On the small balls problem for equivalent Gaussian measures
• On translates of convex measures

Cited in

(18)

• On semigroups that preserve the logarithmic concavity of functions.
• A natural diffusion distance and equivalence of local convergence and local equicontinuity for a general symmetric diffusion semigroup
• A generalization of Caffarelli's contraction theorem via (reverse) heat flow
• Dimension-free Wasserstein contraction of nonlinear filters
• On Gaussian transition operators
• The American put is log-concave in the log-price
• Semi log-concave Markov diffusions
• Log-concavity and strong log-concavity: a review
• To logconcavity and beyond
• On the Poincaré constant of log-concave measures
• Characterization of \(F\)-concavity preserved by the Dirichlet heat flow
• Spectral monotonicity under Gaussian convolution
• Eventual concavity properties of the heat flow
• Log-concavity and anti-maximum principles for semilinear and linear elliptic equations
• Preservation of geometry property of delayed parabolic equations
• Non-preservation of concavity properties by the Dirichlet heat flow on Riemannian manifolds
• Preservation of F-convexity under the heat flow
• Convexity theory for the term structure equation

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