arXiv subjects
Publications and source records attributed to Denis Feyel.
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.
We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results.
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-commutative version of this lemma with some applications.
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 of the form $\exp -f$, where $f$ is an $H$-convex function which may take the value $\infty$ on a set of positive measure are included.