Gaussian lower bounds for the density via Malliavin calculus

DOI10.5802/crmath.13zbMath1478.60169OpenAlexW3013578968MaRDI QIDQ784334

Tien Dung Nguyen

Publication date: 3 August 2020

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5802/crmath.13

zbMATH Keywords

fractional Brownian motionMalliavin calculusprobability densitieslower bounds

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Density estimates for the exponential functionals of fractional Brownian motion

Cites Work

• Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions
• Gaussian estimates for the solutions of some one-dimensional stochastic equations
• The density of solutions to multifractional stochastic Volterra integro-differential equations
• Density minoration of a strongly non-degenerated random variable
• Density formula and concentration inequalities with Malliavin calculus
• Integration with respect to fractal functions and stochastic calculus. I
• Exponential divergence estimates and heat kernel tail.
• The Malliavin Calculus and Related Topics
• Unnamed Item

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