The notion of convexity and concavity on Wiener space
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Abstract: We define, in the frame of an abstract Wiener space, the notions of convexity and of concavity for the equivalence classes of random variables. As application we show that some important inequalities of the finite dimensional case have their natural counterparts in this setting.
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Cited in
(33)- Sobolev regularity for the Monge-Ampère equation in the Wiener space
- Parametric regularity of the conditional expectations via the Malliavin calculus and applications
- Quantitative bounds on the rate of approach to equilibrium for some one-dimensional stochastic nonlinear Schrödinger equations
- On the Monge-Ampère equatin on Wiener space
- Sobolev regularity for the infinite-dimensional Monge-Ampère equation
- Dirichlet spaces on \(H\)-convex sets in Wiener space
- Vanishing of one-dimensional L^2-cohomologies of loop groups
- Some covariance inequalities in Wiener space
- The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities
- Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space
- Some remarks about the positivity of random variables on a Gaussian probability space
- Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation
- The Brownian transport map
- Weak Poincaré inequalities on domains defined by Brownian rough paths
- Variational calculation of Laplace transforms via entropy on Wiener space and applications
- Entropy, invertibility and variational calculus of adapted shifts on Wiener space
- Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms
- Maximal Sobolev regularity for solutions of elliptic equations in infinite dimensional Banach spaces endowed with a weighted Gaussian measure
- On the equivalence of Sobolev norms in Malliavin spaces
- A note on transportation cost inequalities for diffusions with reflections
- Measure transport on Wiener space and the Girsanov theorem.
- Convexity inequalities and optimal transport of infinite-dimensional measures
- Sobolev functions on infinite-dimensional domains
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- Representation, relaxation and convexity for variational problems in Wiener spaces
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- Domains of elliptic operators on sets in Wiener space
- An estimate of the gap of spectrum of Schrödinger operators which generate hyperbounded semigroups
- A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces
- ON THE MONGE–AMPÈRE EQUATION IN INFINITE DIMENSIONS
- Sobolev estimates for optimal transport maps on Gaussian spaces
- H-C^1 maps and elliptic SPDEs with polynomial and exponential perturbations of Nelson's Euclidean free field
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