• Title of article

    Riesz transform and integration by parts formulas for random variables

  • Author/Authors

    Bally، نويسنده , , Vlad and Caramellino، نويسنده , , Lucia، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2011
  • Pages
    24
  • From page
    1332
  • To page
    1355
  • Abstract
    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 (2006) [13]. 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.
  • Keywords
    Riesz transform , Integration by parts , sobolev spaces , Malliavin Calculus
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2011
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578411