arXiv subjects
Publications and source records attributed to 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 which have the property of satisfying a logarithmic Sobolev inequality. We give some results about their stability. Certain relations with measure transportation of Monge-Kantorovitch and the Monge-Ampére equation are also indicated with applications.
Let $(W,H,μ)$ be the classical Wiener space, assume that $U=I_W+u$ is an adapted perturbation of identity where the perturbation $u$ is an equivalence class w.r.to the Wiener measure. We study several necessary and sufficient conditions for the almost sure invertibility of such maps. In particular the subclass of these maps who preserve the Wiener measure are characterized in terms of the corresponding innovation processes. We give the following application: let $U$ be invertible and let $τ$ be stopping time. Define $U^τ$ as $I_W+u^τ$ where $u^τ$ is given by $$ u^τ(t,w)=\int_0^t 1_{[0,τ(w)]}(s)\dot{u}_s(w)ds\,. $$ We prove that $U^τ$ is also almost surely invertible. Note that this has immediate applications to stochastic differential equations.