A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces

DOI10.1007/s00440-004-0365-8zbMath1059.60022OpenAlexW2147965328MaRDI QIDQ1765112

Gilles Hargé

Publication date: 22 February 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0365-8

zbMATH Keywords

Stochastic analysisSemigroupsGaussian measureLog-concavityOptimal transportation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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