Exponential divergence estimates and heat kernel tail.
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A lower bound for the continuously differentiable density of a real random variable on the Wiener space under an exponential moment condition of the divergence is obtained. The result is applied to the solution of a nonlinear stochastic differential equation.
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Cites work
Cited in
(9)- Density minoration of a strongly non-degenerated random variable
- Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
- The wavelet transform for Wiener functionals and some applications
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- A condition for the positivity of the density of an invariant measure
- Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime
- 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 lower bounds for the density via Malliavin calculus
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