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
Link To Document :
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