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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.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…
math.PR2001
Tangent Processes on Wiener Space
Y. Hu, A. S. Ustunel, M. Zakai
This paper deals with the study of the Malliavin calculus of Euclidean motions on Wiener space, (i.e. transformations induced by general measure preserving transformations, called…