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On fractional regularity of distributions of functions in Gaussian random variables

  • Egor D. Kosov EMAIL logo
Published/Copyright: December 19, 2019

Abstract

We study fractional smoothness of measures on ℝk, 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.

MSC 2010: 60E05; 60E15; 28C20; 60F99

Acknowledgements

The author is a Young Russian Mathematics award winner and would like to thank its sponsors and jury.

This research was supported by the Russian Science Foundation Grant 17-11-01058 at Lomonosov Moscow State University.

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Received: 2019-02-17
Published Online: 2019-12-19
Published in Print: 2019-10-25

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