Related papers: A variational representation and Pr\'ekopa's theor…
This paper concerns a variational representation formula for Wiener functionals. Let $B=\{ B_{t}\} _{t\ge 0}$ be a standard $d$-dimensional Brownian motion. Bou\'e and Dupuis (1998) showed that, for any bounded measurable functional $F(B)$…
In this paper, we have investigated the generalized Wiener space of bounded variation with $p$-variable. Various results are obtained such as uniform convexity and reflexivity, there was characterized the set of points of discontinuity of…
We present the foundations of the theory of functions of bounded variation and sets of finite perimeter in abstract Wiener spaces.
In this paper we first prove a Clark--Ocone formula for any bounded measurable functional on Poisson space. Then using this formula, under some conditions on the intensity measure of Poisson random measure, we prove a variational…
We give a new approach, inspired by H\"ormander's $L^2$-method, to weighted variance inequalities which extend results obtained by Bobkov and Ledoux. It provides in particular a local proof of the dimensional functional forms of the…
We give a variational formulation for $-\log\mathbb{E}_\nu\left[e^{-f}|\mathcal{F}_t\right]$ for a large class of measures $\nu$. We give a refined entropic characterization of the invertibility of some perturbations of the identity. We…
We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that…
The concept of b-linear functional and its different types of continuity in linear n-normed space are presented and some of their properties are being established. We derive the Uniform Boundedness Principle and Hahn-Banach extension…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
Following the global method for relaxation we prove an integral representation result for a large class of variational functionals naturally defined on the space of functions with Bounded Deformation. Mild additional continuity assumptions…
We provide a framework to derive a variational formulation for $-\log\mathbb{E}_\nu\left[e^{-f}\right]$ for a large class of measures $\nu$. We use a family of perturbations of the identity $(W^u)$ whose invertibility we characterize thanks…
We consider a general way to obtain Pr\'ekopa-Leindler and Borell-Brascamp-Lieb type inequalities from Brunn-Minkowski type inequalities and provide numerous examples. We use the same heuristic to prove a discrete version of the…
We introduce the concept of functions of locally bounded variation on abstract Wiener spaces and study their properties. Some nontrivial examples and applications to stochastic analysis are also discussed.
We prove a generalisation of Fernique's theorem which applies to a class of (measurable) functionals on abstract Wiener spaces by using the isoperimetric inequality. Our motivation comes from rough path theory where one deals with iterated…
Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…
There are presented certain results on extending continuous linear operators defined on spaces of E-valued continuous functions (defined on a compact Hausdorff space X) to linear operators defined on spaces of E-valued measurable functions…
We prove an extension of the Ocone-Karatzas integral representation, valid for all $BV$ functions on the classical Wiener space. We establish also an elementary chain rule formula and combine the two results to compute explicit integral…
By differentiating a concavity principle arising from the Pr\'ekopa-Leindler inequality, we obtain a statement simultaneously strengthening the weighted boundary Poincar\'e inequality and the Brascamp-Lieb variance inequality. The resulting…
We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…
In this paper, we study functions of bounded variation on a complete and connected metric space with finite one-dimensional Hausdorff measure. The definition of BV functions on a compact interval based on pointwise variation is extended to…