Exponential divergence estimates and heat kernel tail.

DOI10.1016/J.CRMA.2003.11.015MaRDI QIDQ1426551zbMATH OpenOpenAlexFDO

Authors Eulalia Nualart

Publication date 15 March 2004

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2003.11.015

zbMATH Keywords

heat kernelWiener spaceexponential divergence

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability

Cited in

(8)

• The wavelet transform for Wiener functionals and some applications
• Density minoration of a strongly non-degenerated random variable
• Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
• Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
• Lower estimates of densities of solutions of elliptic equations for measures
• Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
• Gaussian lower bounds for the density via Malliavin calculus
• A condition for the positivity of the density of an invariant measure

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