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| HAL: hal-00692987, version 1 |
| DOI: 10.1016/j.spa.2011.02.006 |
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| Stochastic Processes and their Applications 121, 6 (2011) 1332--1355 |
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| Riesz transform and integration by parts formulas for random variables |
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| Vlad Bally 1Lucia Caramellino |
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| (2011) |
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| 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. (C) 2011 Elsevier B.V. All rights reserved. |
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| 1: | Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA) |
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Université Paris-Est Marne-la-Vallée (UPEMLV) – Université Paris-Est Créteil Val-de-Marne (UPEC) – CNRS : UMR8050 – Fédération de Recherche Bézout |
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| Subject | : | Mathematics/Mathematical Physics |
| hal-00692987, version 1 | |
| http://hal-upec-upem.archives-ouvertes.fr/hal-00692987 | |
| oai:hal-upec-upem.archives-ouvertes.fr:hal-00692987 | |
| From: Admin Lama | |
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| Submitted on: Tuesday, 1 May 2012 19:14:31 | |
| Updated on: Tuesday, 1 May 2012 19:14:31 | |
