Exponential divergence estimates and heat kernel tail. (Q1426551)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential divergence estimates and heat kernel tail. |
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Exponential divergence estimates and heat kernel tail. (English)
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15 March 2004
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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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Wiener space
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exponential divergence
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heat kernel
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