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 .
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}
}