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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