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On fractional regularity of distributions of functions in Gaussian random variables
Published 6 Dec 2018 in math.PR and math.FA | (1812.02416v1)
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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