The notion of convexity and concavity on Wiener space

DOI10.1006/JFAN.2000.3628zbMATH Open0968.60018arXiv0809.0812OpenAlexW1995826237MaRDI QIDQ1585979FDOQ1585979

Authors: A. S. Üstünel, Denis Feyel 

Publication date: 2 September 2001

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

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.

Full work available at URL: https://arxiv.org/abs/0809.0812

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zbMATH Keywords

convex functionabstract Wiener spaceconcave function

Mathematics Subject Classification ID

Probability theory on algebraic and topological structures (60B99) Continuous and differentiable maps in nonlinear functional analysis (46T20)

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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
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• Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
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• Second derivatives of convex functions in the sense of A.\ D.\ Aleksandrov on infinite-dimensional spaces with measure
• An estimate of the gap of spectrum of Schrödinger operators which generate hyperbounded semigroups
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