{"entities":{"Q5960461":{"pageid":8137263,"ns":120,"title":"Item:Q5960461","lastrevid":93543731,"modified":"2026-06-05T04:34:49Z","type":"item","id":"Q5960461","labels":{"en":{"language":"en","value":"Estimation of the density of hypoelliptic diffusion processes with application to an extended It\u00f4's formula"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1724957"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5960461$E10D00C5-82F3-45F4-AB00-CDCD05CD9702","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"abd5e42ddcc1193ab13649cf849b85cdc286b4bd","datavalue":{"value":{"text":"Estimation of the density of hypoelliptic diffusion processes with application to an extended It\u00f4's formula","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5960461$320961A4-92CF-4300-B141-2F694B97DFF9","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"8856c5fe29c6ef1fe8c6cf0fa1590c4bd233191b","datavalue":{"value":"1044.60019","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5960461$ADB3C627-445B-4E56-A377-0577EEAF4AC8","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"196c884d7186aa48997b9396a173977b469d07a9","datavalue":{"value":"10.1023/A:1013899603656","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5960461$7D7DDC50-DE58-4553-ADF0-7B0160DB26EC","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"77f1cbcf3dfd8b8f0723e5c136e89af6b0f515d8","datavalue":{"value":{"entity-type":"item","numeric-id":240491,"id":"Q240491"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5960461$D4D0FA45-14D0-48A1-BECE-7367640EB3DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1c0f6460878b8fc3f3e690e4349cb52479becc2e","datavalue":{"value":{"entity-type":"item","numeric-id":240492,"id":"Q240492"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5960461$8CC94C6E-A114-499E-8A70-8101EE9DD242","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0767dbe907f2b468d0869434c8ff22ebf5cc56e0","datavalue":{"value":{"entity-type":"item","numeric-id":189069,"id":"Q189069"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5960461$F4E82C8B-F082-4EFA-AC32-197794D0BE2D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"139fdaa7fd4d0729feb997bd5c9e17abb36abf69","datavalue":{"value":{"time":"+2002-04-07T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5960461$B7D05007-DE12-47D4-A00F-8E736D7C0296","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"933a33ac8dbb1d915fe961713e814854f725cbcc","datavalue":{"value":"The authors establish the uniform bound \\(p_t(x)\\leq C/t^{(2n+1)/2)}\\) for the density of the solution at time \\(t\\in (0,1]\\) of a one-dimensional stochastic differential equation  \\[  X_t=x_0+\\int_0^tb(X_s)ds+\\int_0^t \\sigma(X_s)dW_s,  \\]  under the hypoellipticity condition \\(\\sigma(x_0)=\\dots =\\sigma^{(n-1)}(x_0)=0\\) and \\(b(x_0)\\sigma^{(n)}(x_0)\\not=0\\). This bound is proved using the techniques of Malliavin calculus. The same bound is obtained for \\(\\left(\\int_{\\mathbb R} \\left| {p'_t(x)\\over p_t(x)}\\right| p_t(x) dx\\right)^{1/r}\\). These bounds imply that the time-reversed process \\(\\overline X_t:=X_{1-t}\\) is also a diffusion process. As an application of these results, the authors are able to use the method introduced by \\textit{H. F\u00f6llmer, P. Protter} and \\textit{A. N. Shiryaev} [Bernoulli 1, No. 1--2, 149-169 (1995; Zbl 0851.60048)] to prove an extended It\u00f4 formula for \\(F(X_t,t)\\). The function \\(F(x,t)\\) is such that, for some \\(\\beta> {2n+1\\over 2}\\vee 2\\), the partial derivative \\({\\partial\\over\\partial x} F(x,t)\\) belongs to \\(L^\\beta_{\\text{loc}} ({\\mathbb R})\\) as a function of \\(x\\), for all \\(t\\in [0,1]\\), and for any compact set \\(T\\subset {\\mathbb R}\\), the function \\(t\\rightarrow \\int_T | {\\partial\\over\\partial x} F(x,t)| ^\\beta dx\\) is continuous in \\([0,1]\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q5960461$C6C16B0C-B30F-4A56-8196-706FED61034D","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"9ce8a89983f3c07c1837daf0aad472104b3c7ff9","datavalue":{"value":{"entity-type":"item","numeric-id":217271,"id":"Q217271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5960461$CEFB8F61-6573-455F-95B4-549A1C25EC04","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5960461$AE00CDB7-7C2C-4496-BF3C-2F9681D39052","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6f662de1b095b502c93ec7a49ec0ea03ff85766","datavalue":{"value":"60H15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5960461$B7E967C6-3A16-4CB8-941D-69B724553FDE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7402b6d2eed024b4fec08afc5dcd1ca39734f267","datavalue":{"value":"1724957","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5960461$7E100590-B5CC-4D19-8CB7-A724E154D6E5","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"54652e2e5469b5561258035b0edc1f96a97d17a5","datavalue":{"value":"estimation of densities","type":"string"},"datatype":"string"},"type":"statement","id":"Q5960461$663DB920-0447-4E42-8BB3-4852E80A3E0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"64ddafa7c7a65a34095cf72a850264959c87a9b9","datavalue":{"value":"hypoelliptic diffusion processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q5960461$1B381291-6CBB-4D96-9439-04A9A16F5232","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1434657b8fced1a496ca02adff1ef347a52686fe","datavalue":{"value":"It\u00f4's formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q5960461$A497559B-4116-415B-A0FF-DC9BBCCECB71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92679e30b4570695be291bfa8535e3101c400264","datavalue":{"value":"Malliavin calculus","type":"string"},"datatype":"string"},"type":"statement","id":"Q5960461$D2C635AA-E21D-4A5A-B97C-8DE9F79C40E7","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5960461$778444A4-170D-4B20-9AC3-F46F6A5F2D6D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"2f105a54228594344cf87ffdcf6a35e6de1b1b62","datavalue":{"value":"https://doi.org/10.1023/a:1013899603656","type":"string"},"datatype":"url"},"type":"statement","id":"Q5960461$F6943ADC-6E81-44DA-BD72-7D68D95EA7E2","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a919c5738ebe388137b4ad83a00b60045c462432","datavalue":{"value":"W422002878","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5960461$9AD81174-62E4-4539-93A5-BC48EF848004","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5341c85d4565b24b8a85b126c1b1172a818dfcaa","datavalue":{"value":{"entity-type":"item","numeric-id":1275936,"id":"Q1275936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a6817fa7affe3eed963c718655a8b80aeb283519","datavalue":{"value":{"amount":"+0.86323845","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5960461$8723B177-945C-4A41-8C53-5B6D024BF2E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7c032b2e1eb7083487919de50ecea956ed1c7459","datavalue":{"value":{"entity-type":"item","numeric-id":2469653,"id":"Q2469653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1b80efaf783729e517fc7e55bab65ff83ec0baed","datavalue":{"value":{"amount":"+0.8484029","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5960461$68FB8DCB-B9A6-4179-AEB7-E0D3CE2DBFAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3e121d9a388afcad44ef0efc7f62991601fceff2","datavalue":{"value":{"entity-type":"item","numeric-id":4243727,"id":"Q4243727"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4529e9941aa35b690ea6f01d81ae36becdec53e5","datavalue":{"value":{"amount":"+0.79201657","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5960461$DDA71DED-DFAC-4C64-850F-2CF9892453ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bfb2a11421a4f61d8b06f13caf3abe925fb437ec","datavalue":{"value":{"entity-type":"item","numeric-id":4918966,"id":"Q4918966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fb4527b05c5201e3a7d0209e76e2d9acdb01921f","datavalue":{"value":{"amount":"+0.76530474","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5960461$0C61841D-0B7E-4A5C-8F72-824AD07439C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9593f227722678f26cf448e1f826a31f64b807ad","datavalue":{"value":{"entity-type":"item","numeric-id":2040097,"id":"Q2040097"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f7e3da87d3f51b399057296f4790a29ce525a109","datavalue":{"value":{"amount":"+0.7607701","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5960461$BF76DFC0-B2AB-4297-B264-982CE02581B5","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimation of the density of hypoelliptic diffusion processes with application to an extended It\u00f4's formula","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Estimation_of_the_density_of_hypoelliptic_diffusion_processes_with_application_to_an_extended_It%C3%B4%27s_formula"}}}}}