English

Riesz transform and integration by parts formulas for random variables

Probability 2016-04-07 v2

Abstract

We use integration by parts formulas to give estimates for the LpL^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.

Keywords

Cite

@article{arxiv.0911.2631,
  title  = {Riesz transform and integration by parts formulas for random variables},
  author = {Vlad Bally and Lucia Caramellino},
  journal= {arXiv preprint arXiv:0911.2631},
  year   = {2016}
}
R2 v1 2026-06-21T14:11:15.534Z