Some covariance inequalities in Wiener space

DOI10.1016/J.JFA.2008.06.023zbMATH Open1163.60024OpenAlexW2046098513MaRDI QIDQ999858FDOQ999858

Authors: Eddy Mayer-Wolf, A. S. Üstünel, Moshe Zakai 

Publication date: 10 February 2009

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

Full work available at URL: https://doi.org/10.1016/j.jfa.2008.06.023

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zbMATH Keywords

Gaussian\(H\)-convexFKGLogconcavepositively correlated

Mathematics Subject Classification ID

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

Cites Work

• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Correlation inequalities on some partially ordered sets
• Title not available (Why is that?)
• The notion of convexity and concavity on Wiener space
• Malliavin's calculus and stochastic integral representations of functional of diffusion processes^†
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• Covariance identities and inequalities for functionals on Wiener and Poisson spaces
• On the Gaussian measure of the intersection
• Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
• Representation of the distributions on Wiener space and stochastic calculus of variations
• The construction of filtrations on abstract Wiener space
• L'algèbre de Lie des gradients itérés d'un générateur markovien---développements de moyennes et entropies
• Transformation of the Wiener measure under non-invertible shifts
• Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities
• Title not available (Why is that?)
• Inequalities for the Gaussian measure and an application to Wiener space
• FKG inequality on the Wiener space via predictable representation

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
• FKG inequality on the Wiener space via predictable representation
• 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
• A Brascamp-Lieb type covariance estimate
• Concentration and deviation inequalities in infinite dimensions via covariance representations
• Title not available (Why is that?)
• Title not available (Why is that?)
• A new approach to Poincaré-type inequalities on the Wiener space
• Inequalities for the Gaussian measure and an application to 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

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