Recommendations
- Covariance identities and inequalities for functionals on Wiener and Poisson spaces
- scientific article; zbMATH DE number 4129730
- Inequalities for the Gaussian measure and an application to Wiener space
- A new approach to Poincaré-type inequalities on the Wiener space
- A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces
Cites work
- scientific article; zbMATH DE number 1014073 (Why is no real title available?)
- scientific article; zbMATH DE number 1500598 (Why is no real title available?)
- Correlation inequalities on some partially ordered sets
- Covariance identities and inequalities for functionals on Wiener and Poisson spaces
- FKG inequality on the Wiener space via predictable representation
- Inequalities for the Gaussian measure and an application to Wiener space
- Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities
- L'algèbre de Lie des gradients itérés d'un générateur markovien---développements de moyennes et entropies
- Malliavin's calculus and stochastic integral representations of functional of diffusion processes†
- Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
- Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
- On the Gaussian measure of the intersection
- Representation of the distributions on Wiener space and stochastic calculus of variations
- Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
- The construction of filtrations on abstract Wiener space
- The notion of convexity and concavity on Wiener space
- Transformation of the Wiener measure under non-invertible shifts
Cited in
(17)- Covariance inequalities for convex and log-concave functions
- On the positive correlations in Wiener space via fractional calculus
- On the positive correlations in Wiener space via fractional calculus
- On the positive correlations in Wiener space via fractional calculus
- Dimension-independent estimates on the densities of Wiener functionals via the log-Sobolev inequality
- Covariance identities and inequalities for functionals on Wiener and Poisson spaces
- FKG inequality on the Wiener space via predictable representation
- A Brascamp-Lieb type covariance estimate
- Concentration and deviation inequalities in infinite dimensions via covariance representations
- scientific article; zbMATH DE number 4129730 (Why is no real title available?)
- scientific article; zbMATH DE number 2034505 (Why is no real title available?)
- Inequalities for the Gaussian measure and an application to Wiener space
- A new approach to Poincaré-type inequalities on the Wiener space
- The notion of convexity and concavity on Wiener space
- Comparison inequalities on Wiener space
- Separating inequalities for non-negative covariances
- A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces
This page was built for publication: Some covariance inequalities in Wiener space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q999858)