2 citations · 2 across the 2 of their papers we have counts for
4 papers · 1 filter
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…
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…
Fractional smoothness of distributions of polynomials and a fractional analog of the Hardy--Landau--Littlewood inequality
Vladimir I. Bogachev, Egor D. Kosov, Georgii I. Zelenov
We prove that the distribution density of any non-constant polynomial of degree in independent standard Gaussian random variables (possibly, in infinite…
Two properties of vectors of quadratic forms in Gaussian random variables
Vladimir I. Bogachev, Egor D. Kosov, Ivan Nourdin +1
We study distributions of random vectors whose components are second order polynomials in Gaussian random variables. Assuming that the law of such a vector is not absolutely contin…