Density minoration of a strongly non-degenerated random variable

DOI10.1016/j.jfa.2008.11.016zbMath1175.60055OpenAlexW2032581909MaRDI QIDQ1028327

Eulalia Nualart, Paul Malliavin

Publication date: 30 June 2009

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2008.11.016

zbMATH Keywords

Malliavin calculusdivergenceRiesz transformslower bounds for densities

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (8)

Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions ⋮ Lower estimates for densities of solutions to parabolic equations for measures ⋮ Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension ⋮ A condition for the positivity of the density of an invariant measure ⋮ Riesz transform and integration by parts formulas for random variables ⋮ Lower bounds for densities of Asian type stochastic differential equations ⋮ Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations ⋮ Gaussian lower bounds for the density via Malliavin calculus

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• Exponential divergence estimates and heat kernel tail.
• Potential theory for hyperbolic SPDEs.
• Stochastic calculus of variations in mathematical finance.
• Non-existence of infinitesimally invariant measures on loop groups
• The Malliavin Calculus and Related Topics

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