Abstract
The aim of this chapter is to develop a general theory allowing to study the existence and regularity of the density of a probability law starting from integration by parts type formulas (leading to general Sobolev spaces) and the Riesz transform, as done in [2].
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© 2016 Springer International Publishing Switzerland
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Bally, V., Caramellino, L. (2016). Integration by parts formulas and the Riesz transform. In: Utzet, F., Vives, J. (eds) Stochastic Integration by Parts and Functional Itô Calculus. Advanced Courses in Mathematics - CRM Barcelona. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-27128-6_1
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DOI: https://doi.org/10.1007/978-3-319-27128-6_1
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Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-27127-9
Online ISBN: 978-3-319-27128-6
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