Logarithmic estimates for the density of hypoelliptic two-parameter diffusions

DOI10.1006/jfan.2001.3865zbMath1004.60057OpenAlexW2017618968MaRDI QIDQ1604629

Marta Sanz-Solé, David Márquez-Carreras, Arturo Kohatsu-Higa

Publication date: 8 July 2002

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/36edc89b24d2ee767aee24f25b06c0f9288c98bf

zbMATH Keywords

Malliavin calculusMalliavin covariance matrixlogarithmic bound for the density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Logarithmic Asymptotics of the Densities of SPDEs Driven by Spatially Correlated Noise

Cites Work

• Stochastic differential equations on the plane: Smoothness of the solution
• Large deviations and the Malliavin calculus
• Exponential decay of the heat kernel over the diagonal. II
• Majoration en temps petit de la densité d'une diffusion dégénérée
• Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
• Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)
• Diffusion processes in a small time interval
• Diffusion processes in a small time interval
• Malliavin calculus for two-parameter Wiener functionals
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item