| Autor: |
Bally, Vlad, Caramellino, Lucia |
| Rok vydání: |
2009 |
| Předmět: |
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| Zdroj: |
Stochastic Processes and their Applications 121, 1332-1355, 2011 |
| Druh dokumentu: |
Working Paper |
| Popis: |
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. |
| Databáze: |
arXiv |
| Externí odkaz: |
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