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math.PR2021
Regularity of solutions to Kolmogorov equations with perturbed drifts
Vladimir I. Bogachev, Egor D. Kosov, Alexander V. Shaposhnikov
We prove that a probability solution of the stationary Kolmogorov equation generated by a first order perturbation of the Ornstein--Uhlenbeck operator possesses a highly in…
math.PR2020★ 2 cited
Distributions of polynomials in Gaussian random variables under structural constraints
Egor Kosov
We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on . We assume that the degree of a polynomial is fi…