Positivity and lower bounds for the density of Wiener functionals (Q2391857): Difference between revisions

Consider a variable defined on the Wiener space, which is smooth and non-degenerated in the sense of Malliavin's calculus. The aim of this work is to prove, under some assumptions, the strict positivity of the density of this variable, and to obtain lower bounds for this density. As a preliminary result, the authors estimate the difference between the densities of two variables; this estimation is then used to study variables which are perturbations of a Gaussian variable. Two types of examples are considered: a process \(X_t\) which is a projection of a diffusion \((X_t,Y_t)\), and a diffusion process which only satisfies the weak Hörmander condition.