The notion of convexity and concavity on Wiener space

Details The notion of convexity and concavity on Wiener space The notion of convexity and concavity on Wiener space

2008-09-04

arxiv.org/abs/0809.0812v1

Journal of Functional Analysis, Vol. 176, p. 369-400, 2000

Mathematics

Probability

Scientific paper

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.

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