Convergence and regularity of probability laws by using an interpolation method

DOI10.1214/15-AOP1082zbMath1377.60066arXiv1409.3118MaRDI QIDQ2412667

Lucia Caramellino, Vlad Bally

Publication date: 24 October 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.3118

zbMATH Keywords

Sobolev spacesMalliavin calculusOrlicz spacesHermite polynomialsinterpolation spacesintegration by parts formulatotal variation distanceFortet-Mourier distanceregularity of probability laws

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interpolation between normed linear spaces (46B70) Topological linear spaces of continuous, differentiable or analytic functions (46E10) Abstract differentiation theory, differentiation of set functions (28A15)

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