On fractional regularity of distributions of functions in Gaussian random variables
Probability
2020-01-01 v1 Functional Analysis
Abstract
We study fractional smoothness of measures on , that are images of a Gaussian measure under mappings from Gaussian Sobolev classes. As a consequence we obtain Nikolskii--Besov fractional regularity of these distributions under some weak nondegeneracy assumption.
Keywords
Cite
@article{arxiv.1812.02416,
title = {On fractional regularity of distributions of functions in Gaussian random variables},
author = {Egor Kosov},
journal= {arXiv preprint arXiv:1812.02416},
year = {2020}
}