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Regularity of linear and polynomial images of Skorohod differentiable measures

Advances in Mathematics. 2022. Vol. 397. Article 108193.
Kosov E.

In this paper we study the regularity properties of linear and polynomial images of Skorohod differentiable measures, i.e. measures with densities of bounded variation. In the first part of the paper we obtain bounds for the Skorohod derivative norm of a projection of a product of Skorohod differentiable measures. In the second part of the paper we prove Nikolskii–Besov regularity of a polynomial image of a Skorohod differentiable measure on Rn.

Research target: Mathematics
Language: English
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Keywords: bounded variationDistribution of a polynomialNikolskii-Besov spaceBesov spaceSkorohod derivative
Publication based on the results of:
Stochastic Algorithms in Machine Learning (2022)
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