随机变量的里斯变换和分部积分法公式
Riesz transform and integration by parts formulas for random variables
摘要:
我们使用分部积分法公式来估计里斯变换的$L^p$范数。这是出于表示公式的条件期望的泛函的维纳空间已经在Malliavin和Thalmaier。作为结果,我们得到的正则性和估计的非退化泛函的密度的Wiener空间。我们还给出了一个半距离,它刻画了收敛到密度的严格正性点集的边界。
英文摘要:
We use integration by parts formulas to give estimates for the $L^p$ norm of the Riesz transform. This is motivated by the representation formula for conditional expectations of functionals on the Wiener space already given in Malliavin and Thalmaier. As a consequence, we obtain regularity and estimates for the density of non degenerated functionals on the Wiener space. We also give a semi-distance which characterizes the convergence to the boundary of the set of the strict positivity points for the density.
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