Some remarks about the positivity of random variables on a Gaussian probability space

DOI10.1016/J.CRMA.2004.10.014MaRDI QIDQ1764096zbMATH OpenOpenAlexFDO

Authors Denis Feyel, A. S. Üstünel

Publication date 23 February 2005

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0409268

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Abstract: Let $(W,H,mu)$ be an abstract Wiener space and $L$ be a probability density of class LlogL. Using the measure transportation of Monge-Kantorovitch, we prove that the kernel of the projection of L on the second Wiener chaos defines an (Hilbert-Schmidt) operator which is lower bounded by another Hilbert-Schmidt operator.

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Cited in

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• scientific article; zbMATH DE number 1410023 (Why is no real title available?)

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