The notion of convexity and concavity on Wiener space

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dc.creatorFeyel, D.
dc.creatorÜstünel, A. S.
dc.date2008-09-04
dc.date.accessioned2026-07-07T10:00:41Z
dc.date.available2026-07-07T10:00:41Z
dc.descriptionWe 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.
dc.identifierhttps://arxiv.org/abs/0809.0812
dc.identifierhttp://arxiv.org/abs/0809.0812
dc.identifierJournal of Functional Analysis, Vol. 176, p. 369-400, 2000
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/168389
dc.subjectProbability
dc.subject60Hxx
dc.titleThe notion of convexity and concavity on Wiener space
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