1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2004
Some remarks about the positivity of random variables on a Gaussian probability space
D. Feyel, A. S. Ustunel
Let be an abstract Wiener space and be a probability density of class LlogL. Using the measure transportation of Monge-Kantorovitch, we prove that the kernel of the p…
math.AP2004
Solution of Monge-Ampère Equation on Wiener Space for log-concave measures: General case
Denis Feyel, A. S. Ustunel
We show the existence of the strong solutions of the Monge-Ampere equation for the log-concave measures without any regularity assumption. In particular the measures with density o…
math.PR2004★ 1 cited
Solution of the Monge-Ampere Equation on Wiener Space for log-concave measures
D. Feyel, A. S. Ustunel
In this work we prove that the unique 1-convex solution of the Monge problem contructed from the solution of the Monge-Kantorovitch problem between the Wiener measure and a target…