Lower bounds for the density of locally elliptic Itô processes

DOI10.1214/009117906000000458zbMath1123.60037arXivmath/0702879OpenAlexW3105407706MaRDI QIDQ874742

Vlad Bally

Publication date: 10 April 2007

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

Full work available at URL: https://arxiv.org/abs/math/0702879

zbMATH Keywords

Malliavin calculusdensitycontrol distanceGaussian lower boundlocal ellipticity

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Transition functions, generators and resolvents (60J35)

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Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions ⋮ Estimates for the density of a nonlinear Landau process ⋮ A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts ⋮ Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension ⋮ Note on local mixing techniques for stochastic differential equations ⋮ Lower bounds for densities of Asian type stochastic differential equations ⋮ Estimates for the probability that Itô processes remain near a path ⋮ Density minoration of a strongly non-degenerated random variable ⋮ An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure ⋮ Asymptotics of the density of parabolic Anderson random fields ⋮ Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations ⋮ Exact simulation for multivariate Itô diffusions ⋮ Invariant measures for multidimensional fractional stochastic volatility models

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