Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions

DOI10.1214/14-AOP977zbMath1341.60049arXiv1310.5798OpenAlexW3103887682MaRDI QIDQ272962

Samy Tindel, Mireia Besalú, Arturo Kohatsu-Higa

Publication date: 21 April 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.5798

zbMATH Keywords

fractional Brownian motionstochastic differential equationsdensity functionGaussian-type lower bounds

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

On probability laws of solutions to differential systems driven by a fractional Brownian motion ⋮ Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion ⋮ An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter ⋮ The density of solutions to multifractional stochastic Volterra integro-differential equations ⋮ On the (non)stationary density of fractional-driven stochastic differential equations ⋮ Gaussian estimates for the solutions of some one-dimensional stochastic equations ⋮ Density estimates and central limit theorem for the functional of fractional SDEs ⋮ Gaussian lower bounds for the density via Malliavin calculus ⋮ Hurst index estimation in stochastic differential equations driven by fractional Brownian motion ⋮ Density estimates for the exponential functionals of fractional Brownian motion

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