Properties of the set of positivity for the density of a regular Wiener functional

DOI10.1016/S0007-4497(98)80074-2zbMath0897.60060MaRDI QIDQ1383260

Shiqi Song, Francis Hirsch

Publication date: 11 October 1998

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusintrinsic distanceregular Wiener functionalset of positivity for the density

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (4)

Perimeter of sublevel sets in infinite dimensional spaces ⋮ Surface measures in infinite dimension ⋮ Riesz transform and integration by parts formulas for random variables ⋮ LAMN property for hidden processes: the case of integrated diffusions

Cites Work

• Lectures on stochastic differential equations and Malliavin calculus
• Exponential decay of the heat kernel over the diagonal. II
• Hausdorff measures on the Wiener space.
• Gaussian capacities
• Dirichlet forms and analysis on Wiener space
• Criteria of positivity for the density of the law of a Wiener functional
• Points of positive density for the solution to a hyperbolic SPDE
• Projection of the infinitesimal generator of a diffusion
• On the ornstein—uhlenbeck process
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