English

Regularity of linear and polynomial images of Skorohod differentiable measures

Probability 2019-07-03 v1

Abstract

In this paper we study the regularity properties of linear and polynomial images of Skorohod differentiable measures. Firstly, we obtain estimates for the Skorohod derivative norm of a projection of a product of Scorohod differentiable measures. In the second part of the paper we prove Nikolskii--Besov regularity of a polynomial image of a Skorohod differentiable measure on Rn\mathbb{R}^n.

Keywords

Cite

@article{arxiv.1907.01084,
  title  = {Regularity of linear and polynomial images of Skorohod differentiable measures},
  author = {Egor D. Kosov},
  journal= {arXiv preprint arXiv:1907.01084},
  year   = {2019}
}