Positivity and lower bounds for the density of Wiener functionals
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Publication:2391857
Abstract: We consider a functional on the Wiener space which is smooth and not degenerated in Malliavin sense and we give a criterion of strict positivity of the density. We also give lower bounds for the density. These results are based on the representation of the density by means of the Riesz transform introduced by Malliavin and Thalmaier and on the estimates of the Riesz transform given Bally and Caramellino.
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(18)- Localization of Wiener functionals of fractional regularity and applications
- Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
- Tube estimates for diffusion processes under a weak Hörmander condition
- Tube estimates for diffusions under a local strong Hörmander condition
- Density minoration of a strongly non-degenerated random variable
- Lower bounds for densities of uniformly elliptic random variables on Wiener space
- Some remarks about the positivity of random variables on a Gaussian probability space
- Estimates of the difference between two probability densities of Wiener functionals and its application
- Dimension-independent estimates on the densities of Wiener functionals via the log-Sobolev inequality
- Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
- Density analysis of non-Markovian BSDEs and applications to biology and finance
- Estimating multidimensional density functions for random variables in Wiener space
- Gaussian lower bounds for the density via Malliavin calculus
- The density of imaginary multiplicative chaos is positive
- On the existence of density of the law of a Wiener functional
- Lower bounds for Wiener integrals
- Convergence in distribution norms in the CLT for non identical distributed random variables
- Invariant measures for multidimensional fractional stochastic volatility models
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