The Notion of Convexity and Concavity on Wiener Space

By D. Feyel, A. Üstünel. 2000

66 citations recorded by the source corpus.

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.

Subfields: Applied Mathematics, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/a2f8cba9092f3736e24ed392ce5a0994b7584458

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In Applied Mathematics

1. D. Feyel
2. A. Üstünel
3. Bruno Saussereau
4. Nicola Gigli
5. Luigi Ambrosio
6. Giuseppe Savar'e

In Mathematical Physics

1. D. Feyel
2. A. Üstünel
3. Sreekar Vadlamani

Citations in the corpus

• Monge-Kantorovitch Measure Transportation and Monge-Ampère Equation on Wiener Space (2004, background): “Then φn = E[φ|Vn] is again 1-convex [15], hence Lφn is a measure.”