Inequalities for the Gaussian measure and an application to Wiener space

DOI10.1016/S0764-4442(01)02122-XzbMath0992.60025OpenAlexW2043326694WikidataQ127436742 ScholiaQ127436742MaRDI QIDQ2765897

Gilles Hargé

Publication date: 24 January 2002

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(01)02122-x

zbMATH Keywords

approximate limitGaussian measurecorrelation inequalitylog-concave densitystochastic analysis on Wiener space

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Spaces of measures, convergence of measures (28A33)

Related Items (3)

A proof of the Caffarelli contraction theorem via entropic regularization ⋮ Convexity inequalities and optimal transport of infinite-dimensional measures ⋮ Some covariance inequalities in Wiener space

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