30 citations · 40 across the 9 of their papers we have counts for
9 papers
Log-concave measures
Denis Feyel, A. Suleyman Ustunel
We study the log-concave measures, their characterization via the Prékopa-Leindler property and also define a subset of it whose elements are called super log-concave measures whic…
Remarks on the fractional Brownian motion
Denis Feyel, Arnaud De La Pradelle
We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results.
The notion of convexity and concavity on Wiener space
D. Feyel, A. S. Üstünel
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 imp…
A non commutative sewing lemma
Denis Feyel, Arnaud De La Pradelle, Gabriel Mokobodzki
In a preceding paper [E.J.ofProb.34,860-892,(2006)], we proved a sewing lemma which was a key result for the study of Holder continuous functions. In this paper we give a non-commu…
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
D. Feyel, A. S. Üstünel, M. Zakai
Let be a Gaussian measure on some measurable space and let be a measure on the same space which is absolutely continuous with respect to .…
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…