arXiv:1812.02416 [math.PR]AbstractReferencesReviewsResources
On fractional regularity of distributions of functions in Gaussian random variables
Published 2018-12-06Version 1
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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