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
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- Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space
- The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities
- Some covariance inequalities in Wiener space
- Weak Poincaré inequalities on domains defined by Brownian rough paths
- Sobolev estimates for optimal transport maps on Gaussian spaces
- A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces
- ON THE MONGE–AMPÈRE EQUATION IN INFINITE DIMENSIONS
- The Brownian transport map
- Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
- \(H\)-\(C^1\) maps and elliptic SPDEs with polynomial and exponential perturbations of Nelson's Euclidean free field
- A note on transportation cost inequalities for diffusions with reflections
- Some remarks about the positivity of random variables on a Gaussian probability space
- Measure transport on Wiener space and the Girsanov theorem.
- Sobolev regularity for the Monge-Ampère equation in the Wiener space
- On the equivalence of Sobolev norms in Malliavin spaces
- Sobolev regularity for the infinite-dimensional Monge-Ampère equation
- Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation
- 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
- Vanishing of one-dimensional \(L^2\)-cohomologies of loop groups
- An estimate of the gap of spectrum of Schrödinger operators which generate hyperbounded semigroups
- Representation, relaxation and convexity for variational problems in Wiener spaces
- Second derivatives of convex functions in the sense of A.\ D.\ Aleksandrov on infinite-dimensional spaces with measure
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- Maximal Sobolev regularity for solutions of elliptic equations in infinite dimensional Banach spaces endowed with a weighted Gaussian measure
- Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms
- Domains of elliptic operators on sets in Wiener space
- Dirichlet spaces on \(H\)-convex sets in Wiener space
- On the Monge-Ampère equatin on Wiener space
- Sobolev functions on infinite-dimensional domains
- Variational calculation of Laplace transforms via entropy on Wiener space and applications
- Entropy, invertibility and variational calculus of adapted shifts on Wiener space
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