Logarithmic estimates for the density of hypoelliptic two-parameter diffusions

DOI10.1006/jfan.2001.3865zbMath1004.60057OpenAlexW2017618968MaRDI QIDQ1604629

Marta Sanz-Solé, David Márquez-Carreras, Arturo Kohatsu-Higa

Publication date: 8 July 2002

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

Full work available at URL: https://semanticscholar.org/paper/36edc89b24d2ee767aee24f25b06c0f9288c98bf

zbMATH Keywords

Malliavin calculusMalliavin covariance matrixlogarithmic bound for the density

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)

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Logarithmic Asymptotics of the Densities of SPDEs Driven by Spatially Correlated Noise

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