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arXiv · 1812.02416

On fractional regularity of distributions of functions in Gaussian random variables

Egor Kosov
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Abstract

We study fractional smoothness of measures on $\mathbb{R}^k$, 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.

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Egor Kosov. 2018-12-06. On fractional regularity of distributions of functions in Gaussian random variables. https://doi.org/10.1515/fca-2019-0066

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