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arxiv: 0911.2631 · v2 · pith:2HQEJNSKnew · submitted 2009-11-13 · 🧮 math.PR

Riesz transform and integration by parts formulas for random variables

classification 🧮 math.PR
keywords densityestimatesformulasfunctionalsgiveintegrationpartsriesz
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We use integration by parts formulas to give estimates for the $L^p$ 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.

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