Criteria of positivity for the density of the law of a Wiener functional

zbMath0882.60082MaRDI QIDQ1358677

Francis Hirsch, Shiqi Song

Publication date: 2 March 1998

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusabstract Wiener spaceCameron-Martin spacemeasure with a regular density

Mathematics Subject Classification ID

Brownian motion (60J65) Probabilistic potential theory (60J45)

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Positivity and lower bounds for the density of Wiener functionals, Properties of the set of positivity for the density of a regular Wiener functional, LAMN property for hidden processes: the case of integrated diffusions, Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations