Logarithmic estimates for the density of hypoelliptic two-parameter diffusions

DOI10.1006/JFAN.2001.3865MaRDI QIDQ1604629zbMATH OpenOpenAlexFDO

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

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

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Cites work

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• Malliavin calculus for two-parameter Wiener functionals
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• Stochastic differential equations on the plane: Smoothness of the solution

Cited in

(4)

• Majoration en temps petit de la densité d'une diffusion dégénérée
• A Parametrix for Step-Two Hypoelliptic Diffusion Equations
• Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
• scientific article; zbMATH DE number 3938190 (Why is no real title available?)

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